When you create your project in Logic Pro X, it is autosaved in the Logic folder under the temporary name Untitled.logicx. (You can get to the Logic folder in Finder by navigating to Users→USERNAME→Music→Logic.)
To save your project manually, choose File→Save. In the Save dialog that appears, name your project and choose a location or keep the default location, which is the Logic folder. You can choose to organize your project as a package or a folder. A package saves your project as a single file that includes all project assets. A folder saves the project file and saves its assets in subfolders.
You can also choose to copy specific file types into your project. It’s a good idea to copy your audio files into the project, but you might not want to copy samples due to their potentially large file size. The benefit to saving a project without assets is that you conserve hard drive space. The downside is that it can be easy to mistakenly delete assets the project depends on.
Hard drive space is inexpensive, so it makes sense to include all assets in your project folder. By doing so, organizing, moving, and archiving projects will be easier.
I find saving projects as packages is the simplest approach. You can view the contents of packages (all package file types, including Pages, Keynote, and Numbers files) by Ctrl-clicking the package in Finder and choosing Show Package Contents. All your audio files and assets will be in the Finder window that opens.
If you want to save the project with a different name or in a different location, choose Save As on the File menu. If you want to create a copy of the project, choose Save a Copy As on the File menu.