The Symfony2 framework is a great choice with MemCachier. It supports caching and storing sessions in Memcache.
First, start by configuring an appropriate .user.ini in your document root. It should contain the following:
session.save_handler=memcached
memcached.sess_binary=1
session.save_path="PERSISTENT=myapp_session ${MEMCACHIER_SERVERS}"
memcached.sess_sasl_username=${MEMCACHIER_USERNAME}
memcached.sess_sasl_password=${MEMCACHIER_PASSWORD}
The values for MEMCACHIER_SERVERS, MEMCACHIER_USERNAME, and MEMCACHIER_PASSWORD are listed on your cache overview page. Make sure to add them to your environment.