I see no orange dot telling me that I didn't save the code
When he says that there should be a little orange dot telling you that you didn't save the code I don't see any dot
That is strange. Usually a dot shows up once anything new is typed into the opened file. Try typing something into the hello.py file and look at the tab to the right of the ".py" part. You should see a dot there. Then, when you save the changes you made to the file, the dot will disappear. If you use keyboard shortcuts out of habit, such as pressing ctrl + s very quickly, you may not notice the dot appear. Try going very slow and observing the dot appear once you make any kind of change to the file.