a) You retain both the “.AUP” file and the “_data” folder
b) You retain the original file/folder names
c) You keep the “.AUP” file and “_data” folder together
d) Your hardware works perfectly copying every file (there may be thousands in larger projects)
e) Your storage medium (disk drive or other) works perfectly
then there will be no problem.
The first 3 should not be a problem so long as you are careful, and understand how to manage projects safely (Managing Audacity Projects - Audacity Manual)
The last two items can be a problem, especially if transferring data over a network, or using removable media.
There are a number of ways to make saving projects safer.
Firstly, always keep a WAV or FLAC format backup (Export the project as a WAV of FLAC file). This is not a perfect backup of the project, because it does not store labels, envelopes, or any of the other special features that a project provides, but it is quick and easy to do, and ensures that you have at least got the audio data.
“Save Lossless Copy of Project” File Menu: Save Project - Audacity Manual
A lossless copy of a project is safer than a normal project because the data is condensed down into one WAV file per audio track. So, for example, for a project with 3 audio tracks, the _data folder will contain 3 WAV files, which can be easily tested.
To ensure that the AUP file and _data folder do not get separated, you could create a ZIP archive of the project (or of the lossless copy). This technique wraps the entire project into a single, robust file, which can be easily copied or distributed.
Generating a “checksum” is a good way to verify that a copied file is an exact copy of the original. After making a ZIP archive of a project, you can generate the checksum of the ZIP file, then save that checksum in a text file, along with the ZIP file.
Wikipedia describes “checksums” here: Checksum - Wikipedia
A handy on-line checksum calculator here: WASM File Hash Online Calculator - MD5, SHA1, SHA2 (SHA256), SHA512
There are also many free checksum apps available.