It may take more than one sitting to wend your way through a analysis module, and so saving your work is important.
Saving your work means saving your SAS program and output files in the SAS software.
If you are in SAS, the main thing to save is your SAS Editor Window. These program statements are stored as a text file, usually with a .sas extension. In SAS, simply click on File Save As, and choose a directory and file name. If you exit SAS without saving your program, it will have to be recreated.
Your data may be stored in the SAS program or as an external file (*.xls, *.qpw, *.txt, *.csv, etc.).
If you want to save your output, that can similarly be stored as a text file using File Save As, or you can copy and paste it into any editor (*.doc, *.wpd, *.txt, etc.).
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Whether you are a new or experienced user, Choose Design is a good place to start.
Review SAS basics: Working with SAS: editor, log and output screens. Importing data. Macros. Assessing output.