You should periodically save your show as you are working. I like to start out by saving my show and then hitting the save icon every 5 or ten minutes as I work. To save your presentation follow these steps:
If it is the first time you are saving your show go to File on the menu bar and choose Save As.
Choose the location for saving your file and give your file a name.
Click on Save.
If you have saved your show before you can click on the save icon from the standard toolbar of to to File Save.