When you open a blank project, you can use SAVE, SAVE AS or SAVE ALL form Menu of IDE to save all files of your project.
The name of the file .pas is the name of the unit (you see it at the begin of the unit itself, where UNIT is declared). If you have a FORM inside, there is an additional file wiht the same name and extension .lfm.
The name of the components (like Form) are nothing to do with the Unit or the file.
Remember that the name of the files (i.e. xxx.pas and/or xxx.lfm) MUST MATCH the name inside the file itself (Unit xxx).