I have never seen a version of SONAR LE but there has been an option for years to store audio data with the project file. The feature is called "Per-project Audio." When a project is created, a new directory is created with the project name. The new project directory contains the project cwp file(s) and subdirectory to store the project audio called Audio. This way the entire project exists in a unique directory tree instead of the global audio folder.
If the option exists in your version of SONAR it should exist in global options or preferences audio data settings.