It is not necessary to save a tuning. You can just tune the piano and forget about saving the tuning. But if you do save the tuning by name, at some time in the future you can load that saved tuning. The Save Tuning button brings up a new screen where you can enter the name by which you would like to store the current tuning. After you enter the name for the tuning, activate the Save button.  You can also effectively rename a tuning by loading and saving it under a new name.  In that case you will have the option of deleting the old file name.