How do I save files to a certain folder on my mac?

I recently got a macbook pro and I am getting the hang of things. I am use to Windows. Being a Graphic Designer I needed to upgrade. So I have been saving photos from my email and when it says save to "where", i click the drop down arrow and it shows Desktop, Documents, and some other folders. I made a folder on my desktop hoping I can save it to that but no luck, how do I make it to where I can go more in depth to where exactly my file goes? Sorry I am a major noob to macs.