This lets you create a new SGF. You will be prompted for some basic game information (white player, black player, board size, komi, and handicap).
This will open a stored SGF file into the current window. qGo will remember which directory you store your SGFs in and return there next time you perform the Open, Save, or Save As functions during the same session. The file does not have to have an .sgf extension as long as it is in the SGF format (sometimes downloaded files are saved without the extension).
This will save the SGF you are currently editing. If the SGF has not yet been saved to a file, you will be prompted for a filename. If you want to save an existing file under another name or in another location, use the Save As option.