I want to define an Activity A that has Document A, Document B and www.google.com, www.yahoo.com opened in rekonq.

So, I added a Activity A, opened both the documents and opened www.google.com in rekonq. Then I stopped Activity A.

Then in Activity B, I opened rekonq and visited www.kde.org and quit rekonq.

I then restarted Activity A - hoping I will see Document A, Document B and www.google.com in rekonq. But I get www.kde.org instead.

How do I get the desired behavior i.e. Document A, Document B and www.google.com (rather all tabs I had open in the browser) when I restart the Activity A?

Applications in this case have to support Activities. In this case, it would seem that Rekonq does not support them at this time. I would suggest making a feature request regarding that, as it should be possible for Rekonq to save it's session per activity.