Opening project in Audacity

Hello, I’m new to Audacity and have discovered I’m unable to open a song unless it is listed in recent files. All my saved projects open as multiple au files rather than one song. Can anyone advise how I open the whole song please? Also, as I’ve currently updated my computer, some of the files are saying “You don’t have permission to open this file. Contact the owner or administrator to obtain permission”. I am the administrator! Please help.

Please see: