How do I create a new session without duplicating the files?
I don't think you can. Unless you import the originals directly into the session. Unless I'm missing something about how sessions work, and I note you say that how this can be done has already been answered, so maybe I am wrong.
When you set up a new catalogue, the catalogue only references the files in their original location, but for a session, the files need to be moved into the session folder hierarchy, that is the key difference between catalogues and sessions.
A session is meant to be a self contained set of folders that contain all the files associated with a project, which can be moved or archived etc and still keep every file associated with a specific project in one place.
You may want to set up project based folders within a catalogue, rather than create sessions if you don't want to duplicate raw files. Or delete the files from the original location after you have them in a session folder.
I actually take advantage of this duplication, as I have a master catalogue of all raw files and then duplicate selected files into project based short or long term sessions. Once I'm finished with a project, the entire session (including the raw files used the session) is archived, but the original raws can still be found in my catalogue should I want to use them in a different project/session.
Cheers,
Graham