The "Create Event Wizard" guides you through the setting up of a new event file.  The "wizard" is shown when you use the menu item  File  / New Event File.

On this page, the Wizard asks you to enter a name for the file to save the event data to.  For simplicity, Condes has already entered the a file name identical to the name you entered for the event.  You are free to enter any file name you like.