All datasets, custom questions, sessions, and saved reports, are stored on your local machine.
If you want to share the project with someone else or send it to support, you need to export the project. The export will include all the datasets, custom questions, sessions etc.
The export will create a "Superdig Project Package" (a "DIGX" file), that you can share, e.g. via Email.
The "export project button" is located on the Project screen, in the upper right corner.
To import a DIGX file, just click the "Import" button and select the "Superdig project package (digx)" option.