The saves are typically under /program_files/infrogames_interactive/Civ3/saves/etc

To establish trade routes from an island you need to have several things.  First, you need to have a harbor in the city you want to trade from.  If youre trying to trade a resource to another civ, you need to have a city connected to your capitol that has a harbor in it and is "connectable" to a city they have that has a harbor in it and is either their capitol or connected by road to their capitol.

To be "connectable", you must be able to connect the two cities with water tiles that

1- do not pass through a civ with whom you are at war

2- are tiles you can navigate safely

so, if youre trying to do it the keys are to build harbors and to investigate techs that allow you to navigate more of the types of water tiles safely.

Hope that makes sense.

EXAMPLE:   Ice World.huge 

This seems to save it to the scenario menu.  Be sure the title you use in the editor, scenario title box is the same as you use in the save screen when it comes up.  Otherwise the game will not find the scenario.

Saving as   .biq   (this is a small Q) I believe sends it to the conquest scenario menu.