When saving a tuning, you first get a chance to simply specify a name for the tuning to have the tuning stored under that name in the current folder, as shown here:

Tap in the text box to change the name or enter a new one, then tap on "Save Here" to save the tuning in the folder indicated, using the name you have entered. If you want to save the tuning in some other folder, tap Cancel, which will display the prompt shown on the right. From there you can either Cancel back to the main tuning screen, or choose a different folder, which will show a screen like the one below.

You can select existing folders, or you can create a new folder. Tap on the "New" button in the lower right, and you can choose to create a new folder or create the file where the tuning is to be saved. If you tap on an existing file, the name of that file will be pre-loaded into the text field where you specify the new file name, so you can modify the name, or overwrite and existing file.

Tap here to find out how to use cloud file storage for your tuning files.