On the two occasions that I have experienced it at my school the student was able to do everything they would normally do between exams but one of the suprervisors was with them at all times to ensure that they don't tell anyone else doing the exam in the second session what is in the exam.
They can eat, go to the loo, sit in the sun, go to the canteen etc - just not communicate with anyone about to do the exam they have done or about that exam with anyone else.
They most certainly don't lock them up like animals (the room/hall etc has to be set up for the afternoon session and the supervisers have to have their break as well).