The project is not complete unless it can be fully opened, and all of the data load properly. In ArcView you work within a project. Only one project can be open at a time. The project window in ArcView is like the index to your project. When you click on a specific type of domain, you see of list of all the documents of that kind.
Projects are persistent.
When you save a project, you are saving a snapshot of the current state of all the objects that project references. The size of the application window is saved with the project. The document that was active when you saved the project is maintained in the project file so that when you open the project, the appropriate document resumes its active status. Be sure you save the project to the proper directory. If you do not corretly set the working directory, your project will be saved to an arbitrary directory and you may not be able to locate your project during a new session.