Can we use the Tools Session like "Create Table of Sequential Dump"/"Create Sequential Dump of Table" in Job

Yes, you can. All session that have the "Add to Job" button (LN) or "Make Job" option in tools menu of session (BaanIV) can run in a job. This applies to the sessions you mentioned.

You have to change first your company to 000, create job in this company and then you can add sesion into a job.