XCode does not save my files

You specify where you want to save the files when you first create the Xcode project.

If you’re looking for the generated files (built apps, etc), those are stored in Xcode build directories, and those can be located accessed using the Reveal In Finder option from the Xcode menus.

I do not understand exactly what you’re doing here. Create a new project. As part of creating a new project, you will select the type of project (e.g. Swift command line tool for macOS, etc), and where you want the project created.

If you’re trying to sling random files into random Xcode project directories manually (i.e. treating Xcode like a text editor), that won’t work so well.

When adding then files through Xcode (dragging the files into the project, pasting the code into s new source module, etc), I prefer to keep all source files either in the project directory or relative to it. Which IIRC is the default.

Xcode saves source files in the location where the Xcode project was originally opened.

See Xcode > Preferences > Locations, and > Xcode Preferences > Locations > Derived Data > Advanced (Unique works well)