UV Mapping With Wings - Pagoda Productions Tutorial

[micheus]

If you close Wings3D now, and re-open "pagoda_28.wings" later, here are things to notice.
In the Outliner window, the colored materials (Bottom, Middle and Top) are gone.

Is there a way to save my Wings3D model so I can close Wings3D, and return to the tutorial again at a later time?

Do I need to use a menu File entry other than "Save As", like the "Save Unused Materials" entry?

Wings3D doesn't save unused materials by default. If you need to that, take a carefully look at the File menu - you have five different Save options. One of them is Save Unused Materials.
As you are in a "learning mode", other that would be of your interest is "Save Incrementally" which allow you to preserve a previous state of your project. It creates a sequential list of file, so you can go back to a previous state in case you take a wrong way at some point.

The Outliner only contains default material, sphere1_auv material and asphere1_auv texture.
LMB menu Window, LBM UV Editor Window results in "Nothing selected" dialog with an OK button.

Is there a way to save Wings3D so the AutoUV window and its state is not lost?

To get the AutoUV with the islands you need to select the object (in face or bode mode) in order the AutoUV know what to show.