There are 2 ways to do this:

Either save them under an existing folder inside [program files]Carrara #PresetsShaders

(Program files are on Windows, or wherever your Carrara is installed on the Mac)

OR

Save wherever you want and then in your browser for shaders there is a menu in top right corner of the little browser subwindow where you can choose to add a new folder and you can add the folder where you saved the new shaders.