If you are planning to open this file on another computer, you need to select the option "Pack into .blend files" in the file menu under "External Data".
Textures and sounds are not automatically included in the Blender file to keep the file size small. Every time you open a file, Blender will look for textures and sounds and putting them into the model. If you can not find the file, you will not have the texture and sound. If you pack the data, the file is included into the .Blend files so they can be opened anywhere, but your file size can be very large. When the data in the pack, a small packet that appears at the top of your screen so that you know that the file is in the pack. You can also extract (unpack) the data to bring back to the actual file size.