Well, a bit late in fact, yet just now I saw your question bbreakz.
All the samples that you use in a project (i.e. all tha waves imported to the arrangement, as well as all bounced tracks) are automatically saved in a neat way in the main project folder on your Hard Drive. To be more precice, in the folder of the given arrangement, which on its part is inside the Project Folder, for as you may know a project can contain as many arrangements as you wish.
A bit confusing maybe, yet it is how things are.
I hope that helped mate.
Peace
CC