Where is first.php saved???

Answer 1

What do you mean where? You need to create it and save it and if you use XAMPP, save it in the root folder (htdoc). The root folder is placed where you installed your XAMPP.

Answer 2

xampp/htdocs/yourfile

Answer 3

if you're using xampp server then
local disk(c drive)/xampp/htdocs/<file_name>.php

Answer 4

i advice you to use webmatrix3 software , when you can control when you want save project