How do I create a new Arduino Program?
Arduino’s programs are called Sketches, so how do I create one?
Select the Arduino menu item File -> New
You could start entering code right after creating the new sketch but if you are planning to save it anyway why not give it a name now?
Select the menu item File -> Save As… to give your new program a name and directory location.
Setting your Preferences
You can customize your Arduino development environment so anytime you create a new program it will automatically prompt for a program name.
From the Arduino menu select File -> Preferences
Select the “Prompt for name when opening or creating a sketch” checkbox. You can also change the default location to save your sketches.