I found an easier way to do it: I renamed the wrongly used folder, opened the project and cubase was asking me to set a project folder. I set the right folder (the folder where the cpr File is in) and moved all missing Audio files.
The German version says: [Backup des Projekts erstellen…] wich means “Create a backup of the project”. So we have the same missleading name in the German version as well. But maybe it is supposed to be used for a backup? I simply backup the whole project folder to a external storage, but maybe there are case, where you have files outside of the project folder, that will be copied with the backup function?
Anyway, thanks for your answers 