What are the other files that gets saved other than .aup?

It is a folder with the same file name as the .aup file except it has _data attached to the end of it.

AUP is the Audacity Project Manager text file. It knows how to put your show together from the snippets and images inside the _DATA folder of the same name. The AUP and the _DATA folder have to be in the same folder or location to open and they have to have the name given to them on creation.