Well, first, are you actually in fact trying to create a web service with your CFC's? (As in, are other web servers going to access the components on your web server for information remotely, via web service?)
If you are not using your CFC's for the web service purpose, and are just using them as local components (which it seems you are trying to do), then you do not want to be invoking methods in them via the "webservice" attribute of cfinvoke. This causes cfinvoke to create a separate http call to invoke methods in the CFC, rather than just invoking them directly on your server. You want to use the "component" attribute instead.
If you are in fact making them actual web services for remote servers to access, then you cannot use session variables in the way you are using them. Check out this article, its all about programming web services. http://flex.sys-con.com/node/86108
. Especially refer to section 2, "Session Management."
As for your cfm file that is trying to invoke methods of those components, it is not creating your session because you are calling the cfc's via a "remote" call (by using the "webservice" attribute in cfinvoke), and the code in the cfc can't identify the client for who the session is supposed to be tied to when you call a cfc in that fashion. If you invoke these components through a local call, they will.
Try this code instead, to call the methods of the components directly instead of remotely:
<cfinvokeargument name="userName" value="firstname.lastname@example.org">
<cfinvokeargument name="applicationToLogIn" value="sha">
<cfinvokeargument name="passedStruct" value="#passedStruct#"/>
I don't know how your directory structure is set up, but the "CTiWebServicesAPI" folder would have to be a subdirectory of the web root. If it is not, then a mapping to it would have to be set up in the coldfusion administrator.
Let me know if that helps, and if you're still having trouble, let me know if you are in fact trying to create web services, or just use coldfusion components.
Also, check out the coldfusion reference's developer guide for help. http://livedocs.adobe.com/coldfusion/8/htmldocs/
Navigate to "ColdFusion Developers Guide" -> "Building and Using ColdFusion Components". The sections are relatively short, and provide a lot of the useful information for working with CFCs.