The idea with the xmp files is that they have to be in the same folder as the raw files they describe. They are called 'sidecar' files for that reason. They are simple text files describing your edits in the raw editor module.
If you are using the organizer to manage your folders you don't have to bother with those sidecar files, they are automatically moved together with the raw file when you move them. If you move them separately from the explorer you simply lose all your edits.
The alterative to xmp sidecar files is to convert your proprietary raw files to the Adobe open DNG raw format which is a container for the converted raw data and your edits. To convert to DNG, you can use the 'Save' button in the ACR editing dialog.