Using SONAR 8.5.3 producer.. I have my directories set up correctly ....and each recorded file loads in the tracks and the songs play correctly in the project ....However Im confused because the audio folder that accompanies the song project folder doesn't have any of my audio files going in it ...My directories are set up correctly ...at one point a year back I did transfer some song projects to a gig stick and those song projects contain an audio file folder and the audio files were in them ....any ideas whats going on here now ? ....Please ?

Which version of Sonar?

Right-click an audio clip in the project and choose Associated Audio Files to see the file path. If they're audio and not MIDI, they must be in the Global Audio folder rather than the per-project folder.

You must have already tried checking "Per-project audio folders" in preferences, right?  If not, do that and re-"save as" all the projects to their respective project folders.