Hi Dengyong Zhang,
we can use the call transation and session method in same program.
However for better performance it's benificial to use call trasaction method of BDC. but if u want to upload very large amount of data then Session method is more preferable to use.
Session method is one of the method of BDC.
U can also use BAPI to upload the data in SAP but it's a different concept than BDC. Performance wise BAPI is more advantageous than BDC.