I am having a problem where I am saving the project but the data folder isn’t showing up next to my .aup file. Please help me.
Which version of Audacity are you using? (Look in “Help menu > About Audacity”)
Audacity version 3.0.0 and later (the current version is 3.0.5) save projects as a single AUP3 file (no “_data” folder). See: Managing Audacity Projects - Audacity Manual