If, after opening several files in UltraEdit (or UEStudio, for that matter), I want to create a project, or save my workspace with those files, how can I do this?
then you can simply click on New Project/Workspace. After entering the project file name you will be asked to close all open files or not. Select No and then in the next dialog click on button +All Open Files.
The setting can be changed also via Advanced - Configuration - File Handling - Miscellaneous - Close all files when opening or switching projects.
Best regards from an UC/UE/UES for Windows user from Austria