I just downloaded the Pro app and am officially using the pro app over my old logic express. I had an express song that I was working on and opened it in pro. I made some changes and clicked "save as"... a bunch of different things I could click appeared before I could save the file such as: copy EXS instrument to project folder; ultrabeat samples to project folder; space designer; movie files etc...the default "checks" are --include assets and copy external files to project folder....I just left those two checks and "saved as". I then opened the file later and everything seemed to be intact. I just wanted to make sure that this was the correct thing to do before I spent hours on a project and saved it this way only to find out that I did not save 1/2 my work.

Yes, this is the correct way. Make sure you tick everything you need under the Assets section. If you have audio files, EXS24 and Ultrabeat instruments in the project, then choose to save them to the project folder.

audio files, EXS24 and Ultrabeat instruments I don't know what any of these are, which is the problem. Are they AU units from another program? Other than what comes with the logic package: I have: Ivory II; Strum; Kontakt 7 and Sonik Synth 2

They are Logic's Software Instruments. So when you tick these Assets Logic will save the audio files associated to these Logic Instruments.