It’s easiest and sufficient for most users to just use one set and have multiple projects in it. There may be some personal organization reasons why one would use more sets, but until you have a reason to need two, I’d stick with one.
A project can access samples from the audio pool in the set, or in the project folder itself. It’s easiest to just leave them in the audio pool. If you have created more sets and want to combine the samples back into one set/audio pool, you can use the OT file manager or usb disk access mode and a computer to move or copy the files around.
In the project menu there is a collect samples function, which will pull samples used by the current project from the audio pool into the project folder, making it self contained…
If I were you I’d make one set and one audio pool, and move all the samples into the audio pool instead of using the above, as they will then be available to all projects. Use collect samples if you want a tight little copy of your project to share or use as backup without the need of an audio pool.
Project menu save is the way to save your project, but be aware there are two project states: the active state and the saved stated. When you load a project, it actually loads the auto-saved active state.
Say you make a project A and then save it. You then make a few more changes. Then you load project B and do some stuff, but decide to work on project A again. When you load project A, it will not be how you saved it. It will also have the few extra changes that you made because that is the auto-saved active state. To get back to the saved state you have to reload project, which loads the saved state. I think of the saved state as a restore point, the project is auto saved but you save a restore point to get back to if you mess things up. In this case when moving from project B to A it was required to load project(active) and reload project(saved).
As long as your using one set and audio pool you won’t have to worry about the samples…