Where does Notepad++ maintain its list of currently opened files?

C:\Users\USER_NAME\AppData\Roaming\Notepad++\session.xml

if your notepad++ have been installed.

there must be in :

%appdata%\Notepad++\session.xml

%appdata% means by default:

• if you're using windows 7
  C:\Users\{username}\AppData\Roaming

• if you're using windows xp or older version)
  C:\Documents and Settings\{username}\Application Data

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if your notepad++ is portable

there must be in :

your notepad++ programs folder.

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the file for notepad++ portable or notepad++ installed is same:

session.xml

One more thing to add here. The Old Session.xml file would have links to all the files that were open there (File Paths). They should match for the New PC. The User Name, Program Files folder (32bit or 64bit) etc should be the same. Else Notepad++ will open a blank session.