Saving and opening files in Blender works like in any other program, but you can also bring objects and data into other files.
The fastest way to append objects in Blender, if you have two files open at the same time using the same version of Blender, is just to use Ctrl C and Ctrl V to copy and paste between them.
Linking and appending are two more ways to get data from one file into another. Appending fully copies the selected data to the new file, while linking references it from the original file.
There is also an Asset Library which allows you to save files in a selected location and reference anything marked as an asset inside those files.
If you'd like to go deeper into Asset creation and management, check out CUBICITY