How can I save files during a Windows Virtual Desktop session?

You can save to your Desktop, Documents, and Pictures folders while in WVD.  Those folders are synchronized with OneDrive. Therefore, files stored in those locations will also appear on CoreImage devices and in OneDrive in the cloud.

You will be able to access and save departmental documents on your network drives (S, T, etc.), as well as access and save personal documents on your H-drive.  You can map additional network drives following these instructions.

You can access Dropbox via the web.

You cannot access your local computer's storage due to security restrictions.