Simple Question, Hard to Answer

There is a simple question that i receive when i become trainer of an web based application training.. after explaining a lot of training materials, the trainee pointing his finger to the monitor and said "this thing already saved to my flashdisk, right...?!"

whaaaatttt...?? I am really confuse how to answer this kind of question :D
so, there are still many people out there,,, don't know anything about computer while some people developing hi tech technology that we cannot imagine how to make it.. :D

ps:sory for my english is very very very.. bad :D