If you're saving file you made in an application, then you should go to file menu where the option should be "Save File", click here, the wizard will open and you should choose the location to save the file, then type the name of your choice and click save. You can also save the file in different name by clicking "Save As" option under the save file option.
If you want to save a file which you transferred in the pc or laptop from output device like pen drive, cd, floppy, external hard disc, memory card or others like camera, cellphone etc. You just open the device, choose the file, right click and click on 'Copy' option or Cntrl+C on file, now you file is copied and you can paste this file in any drive by 'Paste' option or right click or do Cntrl+V.