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This video shows how to save your work on Word in Office 365.
How to Save Your Work In Office 365
A new Word document in Office365 AutoSaves with the title "Document." To rename it:
Click the title of the document.
Enter a new title
Click outside of title to save changes.
Your document will now be saved under the new title in Office365 under Files. After you rename your document, Office 365 will automatically save your document under the new title every time you modify it.
NOTE: File > Save As is not recommended, as it creates a second copy of your document in addition to the automatically saved one.