In MantidWorkbench, you can save your work into a project and when you run again at a later time you can recover this work by loading the project. A project consists of a .mantidproj for MantidWorkbench, file and a collection of Nexus files it refers to. For this reason, a project is put into its own folder when saved.
See also
Main window menus for how to save or load a project
Category: Concepts