Ah, if you did not store the song in its own Project Folder when first creating it, then the audio files may be in the general folder of audio data of Cakewalk. If you re-named the files the Project will not know what to use them for or deleted them then they will also not be there. If you can not tell which audio files are which then you will have to play them and see if it is an audio file for that song (project).
It is always better to store each song (project) in its own folder where all the audio files will be. (there will be an audio folder sub-folder of the main project folder's name.
You will probably have to use Explorer (Windows OS) and go and view the Audio Data folder in Cakewalk, otherwise you be looking for the Project folder of the song and the Audio sub-folder and seeing those audio files there.