The video "¿Cómo se guarda un archivo?" explains the importance of saving files on a computer and demonstrates how to save a file in a spreadsheet program such as Excel using different methods. Choosing an appropriate file name, including a date and version control, can make it easier to find files in the future. It is recommended to avoid using spaces in file names and to register the file name with its extension to ensure it can be opened correctly. Lastly, frequent saving of the file is crucial to avoid the risk of losing work due to a power outage, system malfunction, or program interruption.