Audio files not created

Hello everybody,

I don’t understand why Cubase doesn’t create an audio file for me when creating a new project. At the moment I regularly have “missing files” that I can no longer find later. To take this example, I created a file called “Espagno 2” on which I have 4 sample tracks, but I have no audio file to create or store its samples, is this normal?

Capture d’écran 2024-01-08 à 15.45.04