When creating a wireflow, I usually create one mockup for each wireframe, then a final one, where I add all mockups. To do this, first, you need to rename your New Mockup 1. On the left side of your screen, there is a navigator with all mockups. Double-click on your active mockup and then the rename model will appear.
A project is essentially a collection of mockups, assets, and symbols. It goes without saying that you need to save your project. You can do this from Project > Save Project, or by pressing Ctrl + S (command + S on Mac). In the Project menu, you can see Auto Save Every Change; I ...