Problems with Playback

I’m using Windows 7. I understand that when I save files, if I don’t export them, they can only be opened using audacity, but when I go to open the file, it’s in a folder and it’s been split up into many smaller files and completely out of order. This creates a problem because I’m importing class lectures from my voice recorder onto my computer and I need to listen to it all together…in order. How can I fix this? I need help asap please!

There are two parts to an Audacity project.
There is the audio data (usually in the “_data” folder) and there is an “Audacity Project file” (with a .AUP extension). The AUP file holds the information required to put all of those little data fragments back together. To open the Audacity project you need to open that AUP file.

See here for more detail: