Your file is automatically saved when you end your EDT session with the line-mode EXIT command. This is true even if there have been no changes to the file. You may save the file under a different name by using EXIT filename. (See "Exiting EDT" for more information.)
You may save your file at any time by using the line-mode WRITE filename command. You may save the file under an alternative name if you wish, but even if you are saving the file under its original name, you must specify a filename. The EDT session will not end after saving the file with WRITE.