What type of "work"? Data sets? Code files? Output? Something else?.
Data that is not stored to a permanent library using one level dataset names are stored in the Work library that will be cleaned up at the end of a SAS session. So those data sets are not going to be available in the next session unless you rebuild them.
If you store the data in permanent library then you need to make sure the Library is available in the following sessions by re-executing the libname statement(s) or having the appropriate methods.
Code files: Where did you save them?
Output: You would likely need to direct that to a specific output location otherwise the default "results" likely are in the work library location and cleaned up when the session ends and needs to be recreated.
If you are working with a server that may introduce a few other complexities related to permissions and server settings.