I had a look on the tutorial, it says copy the historical data and send them to the file.
However, in Gauss 15, there isn't "Send to File" in the context menu.
The best two methods to create a new program file in GAUSS are: 1) Select File->New from the main GAUSS menu. 2) If you are already on the GAUSS Source Page, you can use the hotkey CTRL+N (or CMD+N on Mac).
In the tutorial, they select some commands from the GAUSS Command History and the right-click inside the Command History Window. This context menu (from inside the Command History Window) will provide the "Send to File" option. In most cases, however, you will want to use one of the methods from the first paragraph.