There are 2 ways for making constraint referencing another column.
1. Making constraint in table level :

CREATE TABLE Session (
session_key char(18) NOT NULL,
course_key char(18) NOT NULL,
site_key char(18) NOT NULL,
instructor_key char(18) NOT NULL,
start_date smalldatetime NULL,
end_date smalldatetime NULL,
CONSTRAINT date_ck CHECK (end_date >= start_date)
)

2. After creating table "Session"
alter table Session
add constraint date_chk CHECK (end_date >= start_date)

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