A Project is where all your work takes place. You might want to save a current Project as a new Project, or simply make a new empty Project.
Everything is inside a Project.
Patterns are not inside Songs. Songs are simply lists of pattern numbers.
First save your patterns and their associated kits. Then make a Song by listing the pattern numbers in the order you want.
You can copy and paste from one Project to another, or you can send the data to a computer and then re-load it into the other Project.