Packet Edit Studio saves results as Packet Lists or ".pckl" files. This file format is not portable. It was designed specifically to be used with Packet Edit Studio. More technical information on the ".pckl" file format can be found in the Developer's Guide.
Like any other MFC application PEStudio allows you to save your "work", when logging packets. It follows the same format as any other MDI app. When a packet list is open you can hit "CTRL + S" to save or access the "File" menu:

Along the same lines you can open a previously saved packet list by hitting "CTRL + O or going to the File -> Open dialog as shown on the above image."
Additionally you can quickly access previously opened files in the file list shown above