Hi fixed-term.aparna.suresh@de.bosch.com,
#1: Go to Scope/Data Capture Setup

#2: Configure the path where you want to save

#3: Toggle Data Capture to start/stop the data saving to file

Furthermore, there is also a scripting support for jscript/html/matlab in case you are interested. Please refer to the FreeMASTER User Manual chapter 6.
Hope this helps!
Daniel