In this case, you just need to create a portable folder ( this folder would have all the media files that you use on your project is very useful when you need to work on different machines. To do this, select File -> Back Up Project Files to Folder, or Save Portable Project As. This will save a new copy of the project (.spj) file in the selected folder, and all media files used in the project will also be copied into the same folder. This entire folder can then be saved to backup media, or copied or moved to another computer.
Once you need to open the project, select the file from this folder, so the media files can load into it.