If you create a new NVivo project and import your data, NVivo by default creates a copy of each file unless it is a bigger file (like audio/video files over 20MB) which will not be embedded in the project file but accessed via a file path.
You can find the location of your files if you right-click on them in the list view and look for “Properties”.
If you copy your project e.g. on a USB-Stick and want to open it on a different computer, make sure to include a copy of the folder with the non-embedded files to be able to access them.

Back-up and saving NVivo project

NVivo does not save automatically and saving and back-up management of the NVivo project file is solely in the hands of the researcher. Besides the project file, always keep a back-up copy of your original data files in a save location, even after importing them into NVivo. Also, make sure to save your project frequently to protect your data in the event of a power outage or hardware malfunction.

Please find more information here:
https://help-nv.qsrinternational.com/12/win/v12.1.70-d3ea61/Content/projects-teamwork/save-and-copy-projects.htm?Highlight=save