When you save a file to disk using: the Save As ... command from the File Menu, or when a file created using the New ... command from the File Menu is saved for the first time, the following dialog appears to allow you to select a name for the file
The File Save dialog on OS X is shown below:
The File Save dialog on Windows is shown below:
You can save a file to a different type by selecting Files of Type to be the new file type.