These Options help you prepare your message.
Click "Spell Check" to check your spelling.
Click "Attachments" to go to the bottom of the page where you can attach files to this message.
If saving of sent mail has been enabled by your administrator, you can activate the checkbox next to "Save a copy" to keep a copy your this message you send. The destination folder will be either the default or the one you selected for this purpose under "Options->Personal Information->Identities". If your addminstrator has activated the selection of a sent mail destination, you will be able to choose the folder from a drop-down list next to this option.
Saving copies of important emails you send could be useful for record keeping of what was discussed. You can, however, turn this feature "on" as your default within your Identity, by going to "Options->Personal Information->Edit your identities". In your options you can also setup maintenance tasks that empty or rename these folders periodically.
You may not want to save every email since you could have problems with your disk storage quota being used up quickly, especially when you send large attachments. A mailbox with full storage quota will not be able to receive new incoming email.