Locate the project in a directory you want to use. All files associated with this project will be saved in that directory.
In the "File name" area enter in a name for the project file you wish to use. This defines the directory where for the most part the files you wish to access (those specified without full file path names) are located. If we were doing this for a project on hydropower, we would go to a suitable subdirectory and create a subdirectory called hydropower and name the project hydropower. In turn, a file called hydropower.gpr will be created in that directory and will store all project information. The extension gpr stands for GAMS project.