What do you mean?
Just open PS, do your stuff and press Ctrl+S (or just S, IIRC) and select where you want to save.
PSD files are for your photoshop documents, they keep all the layers and layer settings etc.
JPG files are standard image files, not too good quality though
PNG files are standard image files as well, but although they're slightly bigger in size than JPGs, they have an awesome quality.