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When creating a new document with $Documents.New, it will be in the "Draft" state, until you use a method to save it. However, Document.Save( ) will save the new document in a repository, not in a specific folder (it will be in a system, but not shown anywhere). If you want to save the new document to be able to access it from a specific folder, see Document.Publish
In conclusion, this method is better when used for changes made on an already existing documents, and for saving the new documents, you should refer to the Document.Publish
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