I have 20 trackes in my project. They are there in track view and console view and play fine but in my audio directory where my project is there are only 13 wave files. All trackes in my project are audio. How is my project playing these missing waves that should be in my audio folder? If I go to "project - Audio files " in Sonar it shows only 13 files. Where are they?

If the tracks were imported audio files and you didn't tell Sonar to copy them
to the working directory then they are still in their original locations...

Just a thought...only possibility I could think of...

^^^^
 
Assuming you didn't individually record all 20 tracks that would make the most sense. 

Check to see if some are in your "Cakewalk Projects\Audio Folder" directory

There was a point where I did import some tracks but I assumed they get saved with the new project. So what do I do now? I don't remember from which project i imported them because I have several copies of the project. If i delete the other copies one by one I should get an error of some sort in Sonar saying the files are missing right? Then I can restore the files and copy them to the new project folder.

Can you go to the audio folder for the project and look at the timestamps on the files to figure out which files are which?

I think you should be able to consolidate the project audio and get just the files currently in use... not that I've ever tried when files are located outside of the per-project audio folder.

Do a "Save As" and be certain that you have "copy audio" selected in the dialog.

You can select the same project file to save over, but I recommend you save under a new filename.  This will copy all audio files associated with the project to your project's audio folder.

Doing a consolidation made sense and you would think it would take the files from the original location and copy to the current project audio folder but all it does is make a backup of what you already have in the current project audio folder. I'll have to remember to NOT import or at least manually copy the files to my folder then import it. Thanks for all suggestions so far.

Do a "Save As" like kevo suggested, make sure "Copy audio with project" is selected but then save it to your desktop.

Have a look at it there