The correct answer is (a).
A Court of Session is a court of original jurisdiction in India. It is the highest court in a district and has jurisdiction over all criminal and civil cases, except those that are reserved for the High Court.
The State Government is responsible for establishing Courts of Session in its territory. However, it must do so in consultation with the High Court. This is because the High Court has the power to supervise the working of the Courts of Session and to ensure that they are functioning properly.
The High Court cannot establish a Court of Session on its own. This is because the power to establish courts is vested in the State Government. The Supreme Court does not have the power to establish courts either.
In conclusion, the State Government shall establish a Court of Session with the consultation of High Court.