can I save my file in premeire, so that if they are deleted off my computer they are still saved in premiere?
If you delete files from your computer, then yes they are gone. (hope you have a backup, if not gone is gone).
Premiere does not import files or save movie files but makes links to the location on the hard drive where the files are stored.
If deleted from the hard drive, Premiere will repeatedly ask to relink to those files.
FAQ: When to use "Save A Copy," or "Save As," and and when to simply use "Save"