Quote - ... but nowhere did she mention creating a new cr2 file from it.  Now I'm lost again.

The first image, third paragraph tells you to save the figure to the library. This is the operation that creates a new CR2.
The new file will show in your library in whatever folder you had selected when you clicked the add button.

If you have P8 or newer, mousing over the item will display the path, provided you have tooltips turned on.
For older versions, you'll have to know where the Runtime you saved to is located.