Westlaw allows you to link, download, or save their documents to a folder. You can find each of these features in the top-right corner. Click on the link icon to get the perma-link to the document; these are better than simply copy and pasting the url from the top of your browser, because perma-links will ensure that you can return directly to this document, regardless of whether Westlaw's link structure changes.
Click on the folder icon to save to one of your folders. Westlaw's folders are an excellent way to save relevant documents so that you can quickly navigate back to them later, and to organize your research within Westlaw.
Click on the download icon (the arrow pointing down to the horizontal line) to download a PDF of the document in Westlaw. Note, however, that it will download the document as it is displayed in Westlaw, not in an original format preserving form (though some cases do allow you to download the original image from the reporter).
Westlaw also allows you to highlight and add notes to the text. To do this, simply click and drag over the desired text, and a box will automatically appear next to it, with the option to "Save to Folder," "Add a Note," "Highlight," or "Copy with Reference."
Westlaw saves any highlighting or notes you take automatically. Even if you close or click away from the current document, your annotations will be saved, and remain on the document until the next time you return to it.