To save files from a Remote Software session, you will need to make sure you have checked the "Drives" box when you connected.  See below.



Then, when using any application, use the save function as you would normally.  When prompted for a location, choose "C on 'computer name'" or "home on 'computer name'" to save locally to your computer.

Windows Example:


MAC Example:


Here is link to the page with the instructions - http://www.siue.edu/its/labsclassrooms/vlab/how-to-save.shtml