Can I save the data of my project on a dvd or cd without rendering it, encoding it or transcoding it? and then be able to load it again with losing any files?
I'm not clear on exactly what you wish to save to writable media. If it's just your Project file (.PRPROJ), then the answer is yes. This would be a data CD, or DVD. These files are not very big, so a CD would probably work fine.
Now, if you wish to "archive" your Project, complete with the media files, you probably need a bunch of DVD's as these files will be in raw form and not compressed. Project Manager can be used to "archive" your Project, but you will very likely want to do this to a large HDD, and not to writable media.
Also, I might be missing what you want completely.
The project file does not contain the source clips. Use the Project Manager to copy the project and all related files to a temporary folder, then burn that folder to your data DVD.