If you open a .wrk file created in 8.x (or earlier) and version 9 can't find audio clip file(s) which were referenced by the .wrk file, you a message telling you that some audio is missing. You have the option to replace the missing audio with silence, or you may elect to show Pro Audio 9.0 where the missing audio file is by manually browsing for it yourself. If you elect to locate the missing audio file yourself, you'll be given a Browse dialog to search for the missing file. You may find that the Browse dialog does not show enough data by default. In order to see more files, simply change the Show files of type setting to All Files. You’ll then see both WA~ and WAV files.
Once you've determined the location of the missing audio, you'll want to move those files into the location specified by the Data Directory path in Options | Audio | Advanced. This will prevent the 'missing audio' message from appearing again.