I recorded a choir session and downloaded it to my Windows 7 PC - on initial download I could play the file - after listening and saving {?} the files show up in the explorer files as single files - lots of them and no sound can be had - the same files are on the SD card??? What can I do to recombine them?? 
If you saved an Audacity project (.aup), open the .aup file from File > Recent Files or File > Open… See http://manual.audacityteam.org/o/man/faq_opening_and_saving_files.html#aufolder .
Then to use the recording in other programs on your computer, use File > Export.
Gale