Only certain applications see the Connections My Drive and Connections Cloud options in the Save and Open dialog boxes. When these don't appear in an application, you cannot save or open files directly in the application with Connections. Adobe products are a good example. Others include IBM tools such as Rapid Application Developer. Neither of these give you direct access to the Connections Cloud file system and therefore make you save the file in an intermediate place and upload it later. It takes two steps when one should suffice.