Great to hear you've got your PicoScope and getting to grips with the software.
Can I ask which version of software you are using? PS6, PS7 Stable or PS7 Early Access.
To give a little insight I will refer to PS7 Stable.
The guided tests in PS7 Stable are built in with the installer so will already be on your PC. The tests included information about the test, connection drawing, further guidance as well as loading a file which contains a reference and the settings for the scope. When accessing the guided tests menu, select the test you would like to do and follow the menu till you have the test and the options of Load settings fileor Guide and settings file.
By clicking Guide and settings file you will open the guidance as well as loading the settings file into the software.
All the guided tests will be ready to use and don't need saving to another folder.
Hopefully I've understood your question. If you are referring to the waveform library though where there are other reference waveforms then please take a look at the following YouTube video .
If you skip to around 11mins you will see searching and loading a waveform.
I hope this helps.