Thanks for reaching out. I am not sure if I understood it correctly, but is it like, you want to save that prototype link as a cloud document? If yes, I am afraid, we don't have an option for that. To have that prototype as a document you can ask the owner of that file to share the actual file with you.
Let us know if this answer's your question or if you need any further assistance, we'll try our best to help you with it.
Thanks Rishabh, you got me right. The prototype was not shared with me personally but as a link for 'everyone'. Nevertheless I would like to add it - of course as a non editable copy - to my cloud documents. Wouldn't this be worth a feature request?
For sure, there is always a scope of improvement in such workflows. I found a similar request raised on our XD UserVoice, please upvote the request to add voice to it: https://adobexd.uservoice.com/forums/353007-adobe-xd-feature-requests/suggestions/38172220-public-ur...