newbie-work directory...set up incorrectly

Hi,  First post....So far love APP!  So much easier than PI!.  Question, i had to stop the program after i did a LRGB combination.  This morning went back to open up and can't figure out how to go back where i left off.  I believe that I set up incorrectly when started. I created a file where all my files existed (Lums, bias, etc) and as I was processing the files in the folder were added to.  But I believe i was suppose to hit set directory first?  I hit that this morning, found my folder but was completely empty.  But know the files are still in the folder...can someone point me in the right direction on how to set up so i can always go back later?  If i have to start over that's fine, as im just getting familiar with the program.

thanks