OK, Your project is full of files.
When you save it, you can anytime open it again.
Files what be open in time you close PSPad will open again.

What is your problem?
Where do you save project file?
Is there your project file after you save it?
Appears on the bottom of the Project menu (see my screenshots above)?

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PSPad freeware editor http://www.pspad.com

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