When in Premier (and most other NLE's) you save a file that is all of your edit commands, when you want a file that is a video file that contains all of your edits you "render" it to a file that shows all of the things you did to it (color correction, titles, music, voice overs, ect.) as a final video. Hopes this makes sense. You want your original files on a different drive than the one you "render" to.