Yes! On the Templates and Worksheets page, you'll find a couple of different saving and printing options. Any tool in template form can be downloaded to your computer and saved there; just click the desired link and follow the normal procedure for printing and saving to your system. (It should be noted that when Mac users click on the Word Template link, the file may go straight to the downloads folder, where it can be opened and then saved.)
If you'd rather create your tools online and store them to your One Stop account, look for the My Worksheets subheading under the different tools. If it's there, click on the New link, fill in the fields to complete your tool, then click the Save button at the bottom of the page. To print, use the Generate PDF button. If there is no My Worksheets subheading, then this tool cannot be saved to your account at this time; you'll need to download the template to your computer instead.
When you save a worksheet, it will be added to the My Workspace section of your account. There, you have the option of assigning it to a particular project or simply keeping it in your workspace. By clicking the My Workspace tab at the top of any page, you can view your worksheets, edit them, move them in and out of various projects, or delete them from your account. For more information on how projects and My Workspace can be used in regards to saving your customized items, see the My Workspace and Projects section of the FAQs.