Psychotherapy practically always entails one session per week. This is a well-established standard. However, some problems should also be treated in the days in between. Many behaviours, for example self-confident behaviour or the confrontation of fears, should best be practiced daily.
The therapist's task of practicing this on a daily basis is often called "homework". Many therapists work with such homework, and there are many variations. Some tasks consist of thinking about a topic in a specific way, sometimes it is about actually doing certain things (conversations with ones partner, with parents, a telephone call, a job application, etc). Sometimes there are exercise sheets and questionnaires that need to be completed.
It is also common to keep a so-called "therapy diary", a notebook (or file in a computer), reflecting one's thoughts and feelings as initiated in therapy. Important insights or persistent problems can be noted down there. It is of course very important to make sure that this diary remains absolutely private, or possibly also protected by a password.
All homework is voluntary of course, you are never is forced. Naturally, it is helpful if you participate.