I saved a project in Platinum.  But when I examined the project folder containing the Cakewalk Project and what I thought would be it's Audio folder, instead there was a folder labeled MixScenes (????).  What is this and were are the wav. files that are usually in the Audio folder?  

Are they in your global audio folder? Its location is set under edit/prefereces/audio data. Generally files will only be placed there if you create a new project but do not name it before you start recording. 
 
If you can hear all of the recorded tracks and the project plays correctly, just do a 'save copy as' with copy all audio ticked to create a version of the project with its own folder.

The "Mix Scenes" folder is used by the "Mix Recall" feature.  This only stores bus/automation type data so shouldn't have anything to do with your missing audio.
 
Did you check that the "Copy all audio with project" option was checked in the save dialogue when you saved the project?
 
AMB
 

Thank you all!

Easy to fix,, open the project and then use "save as" and check copy audio and save to the folder your using. Just remember to always check the copy audio box. 
There will not be an audio folder if it was being saved to the global folder. 
Mix scenes is new and is created even if your not using the mix recall feature. Ignore it.  
Go to preferences and change your file pathways and check the "use per project folders"