Well, not with the Wizard, because the wizard is designed to work with no authentication, basic authentication or OAuth2. In your case you have something different. It's possible to create a template for this, but you will need to edit the template after the wizard generates it.
First, for the Authentication Method select "None". Then, once you finish the template, you will need to change the authentication type to "Scenario":
Next, create a scenario, and set its ID for example to "InitSession". Then configure this scenario to execute the request for the initSession, and store the "session_token" from the response in a variable. This will be available for all subsequente scenarios.
Finally, in your contact lookup scenarios, use the variable generated during InitSession in the query string.