How to create a .psd on Photoshop?

some software [such as Muse] can read Psd files and display them for web pages but normal formates for web are; Jpeg, Png, or Gif... all of which can be exported from Adobe Photoshop

the Psd should be used for storage i.e, so you have a copy you can edit later if you want to

I think you need to be more specific about what you're intending to do with the PSD file once it's created.  Are you planning to turn your design concept into a working website?  If yes, you'll need a working knowledge of HTML and CSS code to build the structure and layout in Dreamweaver or some other code editor.    The images you create in Photoshop will need to be optimized for the web and saved in a web-friendly file format like JPG, PNG or SVG. 

Why do you want a PSD on your web site? PSD files are not displayed as images by Browsers.  Browsers may download them here is a link to one on my site BizCardTemplate.psd 

SAVE AS. PSD is the native format of Photoshop. You can't use the on web sites.