>Can someone tell me why this doesnt work?
>?oobj.empresa.nome

try changing the class to something like this:

Define Class Objeto As Session
    Licenciado = null
    Empresa = null
    Programa = null
    
    Function Init
	    this.Licenciado = CreateObject("Licenciado")
	    this.Empresa = CreateObject("Empresa")
	    this.Programa = CreateObject("Programa")
    EndFunc 
    
EndDefine

Actually, I'd even create an Access method for each property so that the internal objects instantiation would be delayed up to the moment when they're accessed for the first time. Something like:

Define Class Objeto As Session
    Licenciado = null
    Empresa = null
    Programa = null

     function Licenciado_Access

        if vartype(This.Licenciado) <> "O" or isnull(This.Licenciado)
           this.Licenciado = CreateObject("Licenciado")
        endif 

        return This.Licenciado
     endfunc 
enddefine 

HTH