Open the bill layout that the master and projects are using. From the Section menu choose Configure Layout Sections and look at the bottom of this screen. Make sure Projects Are Included On A Consolidated Bill is checked. There are other project-related options on this screen, so review them too.

For those reports, open them in Report Entry where you can review their filters and sorting. On the Sort and Subtotal page, each report should have a Client Total All Projects entry. Adding this to the reports will do what you want, but it also adds a lot of subtotal headings and total lines even for the non-project clients, so the report may get noisier for you but the totals could be what you want.

For the bills I need each project to have its own invoice. If I do not check make sure projects are included on a consolidated bill, then they will print separate invoices for each project, correct?

Yes. On a consolidated bill they each are their own invoice but they print together with a cover page.

If I do not consolidate the bill what happens? Will they still print individual invoices for each project?

Yes.