Opening .aup files?

So I read the tutorials and manual and FAQ on how to open an Audacity project but it’s not doing what it should. I’m so confused.

So I had audacity on a previous computer and I saved all my files onto a USB as an Audacity Project thinking I could just open it again on another computer with Audacity. So I’m trying to open it on my new computer but everytime I try I have to open each little file separately. Is there a way I could open it as it was before as a whole? Or is it just stuck like that?

Double click on the AUP file and it will open the similarly named _DATA folder with all the sound in it. The AUP file will not go looking for the _DATA folder. If it’s not in the same location or folder the project will fail.

I expect an AUP file and a _DATA folder in the same USB thumb drive should open just fine. If you have no AUP file, that’s a very serious problem.