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SQL* originally abbreviated SEQUEL (Structured English QUEry Language) is the flexible comprehensive tool to retrieve data in a direct or manipulated way or even in the form of complex interlaced results.
SQL scripts may be stores as *.sql files, though the results are by nature volatile.
If you want to store the results of a query as a new table, do use the [Export]..[Save Current Query Result ..] enabling you to store the resulting table at any location, not necessarily within the current database.
See also Save Current Query Result and Local SQL (external link).
*: As an approved ISO standard the SQL nomer is NOT (no longer!) an abbreviation and should be pronounced "S-Q-L".
However, in (american) english spoken countries there is still a habit to pronounce SQL as "sequel" contrasting the clear ISO recommandation.