There are two ways inside Codecademy's learning environment to save your work. The first is Copy to Clipboard and the other Share Code.
Located at the bottom of the Codecademy code editor, the "Copy to Clipboard" button saves your code to your computer's pre-programmed clipboard.
Here are some resources for both Mac and PC clipboards and where your code will go:
The second option is to "Share Code" your code to Github from inside the learning environment. Share is the little arrow button next to the Save button. This feature helps you push your code to Github and make edits to your code inside Github as you please. You can use your Github itself as a portfolio or make a portfolio separately. All projects will have a Share button, but not lessons.
Typically our learners start out by building a portfolio with Github and depending on your path you can build a more personalized portfolio like a website or a VPS.
Check out a Youtube video from our team to get some more ideas. To see more - take a peek at this thread in the Codecademy Forum to see how other learners create portfolios of their work.