But when I opened it again, the project didn´t load and C2 showed me an error: "Cannot find object texture file "xxx.png" in the project folder".
I searched for that folder but it doesn´t exists so I don't know what to do
This have happened to me in the past. There is a solution I've found, but is not always working:
Inside the Animations folder of your project, look for a folder that is named with the same name of the last sprite you created. (It would be "Sprite" if you did not rename it from C2). If such folder does not exist, create a new one with this name.
Inside the said folder create another folder "Default", and place inside it the PNG image you used to create the new sprite (source image). This PNG should be named "000.PNG" .
If you are lucky, the project should now load without any errors.