Where to keep the files in MacBook air?

User documents can go in your user folder

Macintosh HD/Users/[your account]

in addition to folders usable to you or to the system or to both is the desktop folder for the current user.

it's a good practice not to manually save files to your applications, library or system folders

In your user Documents folder. That’s the folder that is by default accessible from the right end of the Dock. That’s also the folder that Services such as iCloud Drive expect to store your documents.

If you want to, you can make an Alias of it and place it on your Desktop.