With GPS2CAD you can save projects you are working on, or open a project that you have saved. To do this, go to File/Open Project; File/Save Project, or File/Save Project As.
There is a "most recently used project" list at the bottom of the file menu.
Saving a project saves the points in all the grids, and the preference settings. It does not save the maps that you may have in a map window.