Simply said, each note is saved as you change it so that you don't need to do it by yourself (Actually notes are always saved automatically whenever Easy Notes are being shut down or whenever the note window losses its focus.). It is the same, as with the classic paper sticky notes - paper also doesn't require you to save written text.
There is also an option to save a note in the Rich Text Format file. It is available with taken of note toolbar - the icon with the picture of a diskette. This saves the note into external file - i.e. it exports the note.
However Easy Notes are able to take advantage of installed MS Office file filters to load/save file of types other than rich text format; these filters are not guaranteed to be fully functional with Easy Notes.