The AWUSB should enumerate it's USB controllers before a user actually logs into the system. If you were to reboot the virtual machine you "should" see the 5 leds on the front become solid before you actually log into the system.
That being said, I do not know if the USB devices attached are available as I have no mechanism here to test that out.
I checked to see if the AnywhereUSB stayed enumerated after "logging off" and it did (at least the 5 led's stayed solid.
After re reading your email I think I see what you're getting at. What I guess I need to understand is what do you mean exactly by "If there is no user session running on the server". Are you talking about a user just not being logged in after you turn on the PC? That should be ok. Please give me more details and hopefully at that point I'll be able to answer your question better.