After you have finished modifying your files, you need to save them. The basic
method to do that is to select the menu File->Save, which saves the
currently selected file.
You can also use the menu File->Save As... if you want to save the
file with another name, or in another directory.
If you have multiple files to save, another possibility is to use the menu
File->Save More->All. This will open a dialog listing all the currently
modified editors that need saving. You can then select individually which
one should be saved, and click on Save to do the actual saving.
When calling external commands, such as compiling a file, if the
Auto save preference is disabled, this same dialog is also used,
to make sure that e.g. the compiler will take into account your local changes.
If the preference is enabled, the saving is performed automatically.
You can conveniently select or unselect all the files at once by clicking on the title of the first column (labeled Select). This will toggle the selection status of the first line, and have the same status for all other editors.
If you press Cancel instead of Save, no saving will take place,
and the action that displayed this dialog is also canceled. Such actions can
be for instance starting a compilation command, a VCS operation, or quitting
GPS with unsaved files.