EndNote automatically saves references as you add them to your library so you do not need to save your library each time you exit the program. However, it is advisable to save a back up library in a separate location (such as to a USB) so that you don't lose all your work if you encounter issues with the program or your computer.
Do not use the Save a Copy option in EndNote as this can lead to unnecessary complications with multiple libraries and data files being created.
It is recommended that you use the compressed library option when creating a back up as it zips your .enl and .Data folder into a single file.
If you wish to use EndNote to collect references but don't have your main EndNote library with you (e.g. it is saved to your home computer and you are using a computer on campus), you can create a new library then merge this with your existing library.