Adobe PS Lightroom
Lightroom is a "non-destructive editor". That is does not make any changes to the image file itself, it only saves details of the edits that you wish to make in its catalog (database). These edit details are saved automatically as you make them. If you want to "undo" or alter one of the edits, you can do this at any time in the future.
If you need to use an image file in a different application, e.g. to post to the web, to attach to an e-mail, to print in an external print program or to carry out more advanced editing in something like PSE or CS6, then you can create a new file with all the current edits applied by "Exporting" the file from Lightroom. The "Export" can be a JPEG, TIFF or PSD file. (I normally delete these files when I have used since since I can always "re-export" them in the future if I need them again.)
If you are just reviewing the files on the screen in LR or printing them from LR there is no need to create a new file with the edits applied. The edits are always applied to the on-screen image and a temporary edited image file will be created when you print from LR.
You can save a particular edit state within LR by creating a "snapshot" or "virtual image". Snapshots are useful if you want to get back to a particular edit state. Virtual images are useful if you want to work on two different versions of the same image at the same time, e.g. one in colour and the other in B&W.
I hope that this helps. The non-destructive editing workflow is a little difficult to understand if you are only used to PhotoShop workflow. It has the enormous advantage that you only have to permanently save your original image files and the LT catalog. You don't finish up with multiple versions of the same image file as you tend to do when when using PhotoShop.