SaveFiles (also known as PupSave files) contains additions and changes to a Frugal Installation of Puppy. Anything that is stored in the linux file system (RootFS).
To save documents outside of Pup SaveFile go to /mnt/. For example, /mnt/home is the root directory/folder of your primary drive (C: drive in Windows speak).
For more information about the layered file system see How Puppy works.