There are various ways to load your saved projects on the MPC standalone consoles; please see all methods below...
Load a Recent Project Every Time You Power The MPC On
Go to Menu > Preferences > Project Defaults > New Project Dialog > select Demo/Template/Recent from the drop down menu.
Automatically Load The Same Project Every Time You Power The MPC On
Go to Menu > Preferences > Project Load/Save > Auto Load File > Select Your Project.
Load a Project From It's Directory Location
Go to Browse > Places > Internal > MPC Documents > Projects.
Note: If you are utilizing an external drive, it is recommended to make a Projects folder at the drive's root and store all of your projects inside of it.