Just go ahead and copy them. If you saved your projects as Per Project audio then all you need to do is copy each project folder.
If they arent saved that way then I'd recommend opening each project and using save as to resave each project making sure to check Save as Per Project Audio.
If you're not familiar with this process.
Saving projects without the above setting you get eg my Project.cwp and all your audio files for each project saved to a universal audio folder as set in preferences File Location. This can get pretty difficult to manage esp when you want to do what your currently contemplating.
With Save as Per Project Audio you will have something like:
My projects/my project.cwp
My projects/audio/myprojectaudio01.wav
My project/audio/myprojectaudio02.wav Etc
Hope that helps