Learn Dutch: Waarom wil je het bestand hierin opslaan? - Why do you want to save the file in this?

In Dutch, when you combine a preposition (like in) with "dit" (this) or "dat" (that) to refer to a thing, they merge and change shape. "In dit" becomes the pronominal adverb hierin (literally "here-in"). If you wanted to say "in that", you would use daarin.

Why is the verb opslaan at the very end of the sentence?

This sentence uses the modal verb wil (want). In Dutch, when you have a conjugated verb like wil acting as the active verb, the other verb in the sentence (opslaan) gets pushed all the way to the end in its full dictionary form.

Is opslaan a separable verb? Why isn't it split up here?

Yes, opslaan (to save) is a separable verb made of op + slaan. However, separable verbs only split when they are the conjugated verb in the sentence. Because wil is doing the active work here, opslaan stays together in its unsplit infinitive form.

Does het bestand mean a physical paper file or a computer file?

Het bestand refers specifically to a digital computer file. If you want to talk about a physical paper file or folder, you would use words like de map or het dossier.