This page explain how to save your scene data.
Select "Save As..." or "Save" in the "File" menu located at the top of window or press "F2 key".

And then, following window will show up. But in case of se;ecting "Save", if the saving is first time, this window will show up. If it is not first time, Blender just save the data without displaying this window. When the saving the data, Blender creates new file named "filename.blend1" to keep old data in it.

After displaying the window, blender sets a path to save as a default. You need to change it to your desired location to save it. File name is also set by Blender as "untitled.blend". Blender use the file extension ".blend". You can add sequencial number Blender right after the file name. Press "+ key" in the keypad to add and increase the number. Decreasing is used "- key". This will help you to manage file version of your work.