I believe he is trying to save something he made from a tutorial.
Anyway, it sounds like it was using your desktop as the save spot. The multiple files are backups of the same project, each time you save it will create up to 5 of the most recent saves so you can easily revert changes if they break the game, or you accidentally made them.
The .persist file is used by Construct to remember which event sheets/layouts you had open.