Genealogy Pro will require that you save a new document upon creation of the document. Data is regularly updated into the database, when changes are made after editing the document. There is no requirement to save a document at the end of a session (this does not apply to charts).
The document will normally close after the last window for the document is closed. You can also close the document by choosing the File⇒Close Database menu item.
The Genealogy Pro native document is saved with suffix of "gpro".
Version 2.0 and greater of Genealogy Pro has all data stored in an SQL database format. The Genealogy Pro file is actually a Directory, and the SQL database in stored inside this directory.