In order to keep a section in the tree, you need to have the DMU Space Analysis license (SPA). Otherwise you can only view the section while creating it. If you just want a few images, you could use the Tools->Image->Capture function while using the sectioning command.
You can select orthotropic material from the "properties" option on the material. Just double- click the material after you have added it to your part and select the "Analysis" tab. You can now change it to an orthotropic material and add your properties.