DPP saves the editing info with the RAW file when you save it.
I am away from my PC at this time, so I am going from memory.
I believe you can use the Save as option and select a destination folder as one method.
I also think you can just move the file to a different folder.
Perhaps you aren't saving the RAW file when you are finished editing? When you go to exit DPP it should ask you if you want to save the edited files.