Okay this will take a bit of explaining but I just want to correct some things so here is a short version:
It can save the file type as long as it keeps it's extension (like for a picture would be .jpeg or .png, etc) Like you can download a file for a mac program and transfer it via usb just fine. If you want to save them good them just use Horizon because that program is meant for it (in a way). You can save them just fine but just in case look up some tutorials.