Click the Save icon 
If you are accessing ArcGIS Pro via Amazon AppStream, it's essential that you save files in the Home Folder. If you save them in another folder directory in AppStream, they'll be deleted once you sign off of your session. You'll know that you've selected the correct file directory if the location field in ArcGIS Pro is set to: C:\Users\PhotonUser\My Files\Home Folder
You can set up recovery files / backups for your ArcGIS Pro projects under Options > General > Project recovery. If this is your first time using ArcGIS Pro, you will need to create and save an ArcGIS Pro project before you can configure project backup settings.
After you save your project, go to the Share tab to view sharing options.
Select Project to save a project package. This will create a single file that includes all of your maps, data sets, etc. This is particularly useful if you will be working on multiple computers, sharing your project with others, etc.
Select the Save package to file radio button.
Type a filename for your project package. Click the browse folder icon to make sure that you save the package to the correct folder on your computer / AppStream. Make sure there aren’t any spaces in your filename.
Important: Make sure that all of the following settings are selected before you save your project package:
If you receive a message that your project package failed, check the error message to see what item caused the packaging process to fail. If the issue was with the geoprocessing history for a specific tool, you can either remove the history items with those errors or deselect the Include History Items checkbox in the Package Project pane and then re-run the tool to see if it fixes the issue.
