While I typically have a project that I am working on before I even think about opening Cubase/Nuendo, I do occasionally work on experiments for my own personal satisfaction or just to try some new things, etc what have you…
If I am working on a specific project, I would create a folder for that project that has dedicated folders for Nuendo and Wavelab and Dorico and other applications and documents. So that makes it easier in that I’m just going to create any sessions in the Nuendo subfolder and let Nuendo do all the work of organizing all of the folders within that main Nuedo subfolder.
For my occasional experiments and trying things out, I just keep a couple of folders specifically set to go for those things. So I have an experiments folder and what I call training folder (which is just practice for compositional techniques or trying out new sample libraries, plug ins, etc…) And then I just pick one of the main folders and if I decide the Session file is worth saving, I’ll name it with a date and maybe some short description, like “2024-3-29_New Sound Library X”. This way I can just back up those couple of folders to my NAS and everything is contained in there. If one of them turns into something that deserves it’s own project folder (which at least for me is fairly rare) I also use the File >Back Up Project method described by others.
The one thing this does create is you’ll find in those experiment folders a handful of untitled project files and folder associated with them. So I just clean those out by hand a couple of times a year or so. How often you need to do this, I guess depends on how much time you spend on such things.
Hope that helps a bit.