If you exit from NetExpress without closing your project, you will find that it is still loaded when you come in again.
However, if you do close the project, you can open it again very easily if you click Open from the File menu.
In "Files of type" specify Project (*.APP), then select your project from the list, making sure you're in the right directory, of course. Then you can carry on working with your project.
This completes the topic on managing your project.