RTFM!
from the manual:
pg335 -
Saving and Loading the Audio Pool
The Audio Pool is automatically saved with the Song or an Arrangement. However, by using the Load and Save Audio Pool commands on the pop-up File menu, you can freely save Audio Pools and load them into Songs.
Saving
1. Select Save Pool from the File Pop-up menu.
2. In the dialog box that appears, specify if you want to save all files and segments, or just the selected ones.
3. In the standard dialog box that appears, specify a name and a location for the file
The audio files themselves are not saved in the Pool file, only a reference to them. You
should probably not move any audio file(s) until next time you want to use the Pool.
You should definitely not delete them