We won't know without some details. This is pretty unusual.

https://www.vegascreativesoftware.info/us/forum/important-information-required-to-help-you--110457/

VEGAS Version & Build
Version 16.0 Build 109

Windows Edition & Version
Windows 10 Home Version 809

Camera/App that created your footage
N/A

Your Delivery Destination
My Hard Drive

Exact symptoms of your problem
I click make movie, then choose any of the options and the software just closes.

MediaInfo Report for your source footage

Format                                   : Windows Media
File size                                : 917 MiB
Duration                                 : 24 min 12 s
Overall bit rate                         : 5 298 kb/s
Maximum Overall bit rate                 : 4 295 Mb/s
Encoded date                             : UTC 2016-08-29 16:48:01.000
compatible_brands                        : isomavc1
major_brand                              : isom
minor_version                            : 1
WM/EncodingSettings                      : Lavf57.56.100

VEGAS FILE PROPERTIES

General
  Type: Windows Media Format
  Size: 939.03 MB (961,564,775 bytes)
  Created: Monday, February 18, 2019, 8:55:14 PM
  Modified: Sunday, February 17, 2019, 7:27:54 AM
  Accessed: Monday, February 18, 2019, 8:55:42 PM
  Attributes: Archive

Streams
  Video: 00:24:12.107, 23.952 fps progressive, 1280x720x24, wmv2

Summary
  Text length: 1452076

ACID information
  ACID chunk: no
  Stretch chunk: no
  Stretch list: no
  Stretch info2: no
  Beat markers: no
  Detected beats: no

Other metadata
  Regions/markers: no
  Command markers: no

Media manager
  Media tags: no

Plug-In
  Name: wmfplug4.dll
  Folder: C:\Program Files\VEGAS\Movie Studio Platinum 16.0\FileIO Plug-Ins\wmfplug4
  Format: Windows Media Video V11
  Version: Version 16.0 (Build 109)
  Company: MAGIX Computer Products Intl. Co.

VEGAS FILE PROPERTIES

  Type: MP3 Audio
  Size: 8.94 MB (9,153,849 bytes)
  Created: Wednesday, December 26, 2018, 12:20:36 AM
  Modified: Tuesday, December 25, 2018, 7:21:14 PM
  Accessed: Wednesday, December 26, 2018, 12:20:36 AM
  Attributes: Archive

Streams
  Audio: 00:04:24.124, VBR, 44,100 Hz, Stereo, MPEG Layer-3

Summary
  Title: Pray (put em in the dirt)
  Artist: Hollywood Undead
  Album/source: Five [Explicit]
  Genre: Rock
  Track: 9/14
  [IAAT]: Hollywood Undead
  Copyright: 2017 The Hollywood Undead California Limited Partnership under exclusive license to BMG Rights Management (US) LLC
  [TPOS]: 1/1
  Year: 2017
  Comment: Amazon.com Song ID: 285334218

ACID information
  ACID chunk: no
  Stretch chunk: no
  Stretch list: no
  Stretch info2: no
  Beat markers: no
  Detected beats: no

Other metadata
  Regions/markers: no
  Command markers: no

Media manager
  Media tags: no

Pictures
  Count: 1

  Type: 3 (front cover)
  Mime type: image/jpeg
  Description:
  Size: 54950
  Format: JPEG

Plug-In
  Name: mp3plug2.dll
  Folder: C:\Program Files\VEGAS\Movie Studio Platinum 16.0\FileIO Plug-Ins\mp3plug2
  Format: MP3 Audio
  Version: Version 3.0 (Build 10369)
  Company: MAGIX Computer Products Intl. Co.

It is almost certainly your source.

Wmv + mp3 is not a recognized format. See if Handbrake will accept it; if so, an encoded mp4 should work in Vegas.

Post back if continuing issues.

The funny thing is that I converted the source file from MP4 to WMV because Vegas was having issues loading the project when the source file was MP4. I will try your suggestion.

Converted source to mp4. when I try to add media VMS just closes

No problem doing that in VMS16 Platinum build 109 on laptop from signature.
One thing not normal compared to only use of mp4's, being building a proxy file for the audio that the program was needing. You can see that message on my video of it. Maybe you had there no patience enough?
MediaInfo of the used WMV
and the video