Dia follows the saving model common to most desktop applications: you must explicitly save any canvases that you wish to retain for future use. To save a file, choose File->Save from the Main Popup Menu. The result is a standard save dialog. Your canvas is saved in Dia XML format. No file extension is automatically added, so it is a good idea to explicitly add '.dia' to the name you enter.
To load a canvas from a file previously saved by Dia or created by another application, select File->Open... from the Main Menu Bar. The result is an open dialog; select the file you want and choose . The open dialog is standard apart from the popup menu labeled Determine file type. Choose the format of the file to open (Dia XML or Drawing Interchange) if Dia does not correctly determine the file format unassisted.
An alternate file-loading method is to start Dia from the command line with the name of the file to open given as an argument.