Obviously different versions of LOGO work in different ways but many of them work on the same principle.
When you save procedures you are saving them to a file which contains all the procedures you like to keep together. So for example, you might want to set up a file called "Polygons" to save all your procedures that you create during a session when you are working on polygons.
During the session you might create a procedure called "triangle" and another called "square" and another called "pentagon" and so on. As you save each of these procedures in the program, you are saving them into one large file which you then have to save onto your computer. If you do not save this large file you will lose all your work.
So for example, in this case, inside your large file called "polygons" you have all your separate procedures - which you can call back, edit and add to, the next time you start to do some work. When you look in the filing system on your computer all you will be able to see is the file "polygons" and it is not until you open this file in your LOGO program you will be able to see all your separate procedures.