To save your data and the attached labels (if there are any) in Stata-format pull down the File menu and then select Save or Save As to save data in Stata format. You can also type
.save filenamebut you may have include the path name with the filename (e.g., save C:
To save your data in ASCII format (e.g. in case you want to read it into another statistics package or any text editors) use the outfile command. By default, any file saved using the outfile command is given a .raw extension.