When I click save it doesn't do anything. Am I supposed to record it with another software?

Hiya! Thanks for the question. 

I'm a little surprised anyone checked this out (or that it still runs in newer operating systems with no changes!) - I built it using Max/MSP years ago and haven't come back to it in a long time.  Someone else had asked a similar question, and you are correct that you would need to pipe its output into another recording software if you want recordings of its output.  The app itself was mainly intended to be run as needed and listend to live.  I did also upload a Max for Live device that may or may not still work on the outside chance you are an Albeton user, which can be used to export sound from Noise at faster than real time (ie. set Ableton Live to export 10 minutes of a particular configuration of noise, which will happen a lot faster than realtime).