I imagine you are able to use the sliders to edit your raw image and that you are using either the 'Done' or the 'open' button to apply your choices. You should ignore the 'Save' option which is not what you imagine.
What happens when you click 'Done'?
The settings of your sliders is automatically saved in the xmp sidecar explained by John. You exit the Raw plugin automatically. Next time you open the file, it is shown with those edits.
If you click open, the edited raw has created a photo in image format (think like a psd or tiff). That non-raw file is opened automatically in the normal pixel editor with all changes. The plugin has done its job which is to transform raw data into a structured photo format visible with color and many adjustments.
The plugin does not provide tasks like saving in your preferred photo formats or like printing, since that's the job of the normal editor.
click the 'Help button' in the raw space and ask here for more details.