By default, ShaderFX group nodes (and other custom elements such as scenes and baked preview swatches) are saved to the maya\ShaderFX folder of your $HOME or \MyDocuments directory. To customize the location of your ShaderFX folder, set the system environment variable SHADERFX_CUSTOMUSERPATH to your preferred location. You can also use the shaderfx command with the -setUserPath flag.
To save your group node to disk
Your group node, now renamed to Name, is accessible when you right-click the work area, and appears in the marking menu as Category name > Sub menu name > Class name.