Under Online Help:
It says: When you connect to a data source for the first time, Tableau asks you if you want to remember the connection by saving a copy in your repository.
I don't see that prompt at all with a sample Excel file - although I can create/save a TDS file by:
Select a data source on the Data menu and then select Add to Saved Data Sources
Would you please help me understand this?
The documentation appears to be out of date - you don't get prompted any more when you first save data.