There are no functions from thinkRF's APIs to store data into a file. There are many examples online providing useful instructions and examples for how to save data into a file in the programming language of your choice. The following information is important for when writing your own data saving code.
thinkRF's products follow the standard VRT protocol for data packetization before transferring data from the device to the host (refer to your product's R55x0 Programmer's Guide or R57x0 Programmer's Guide for this protocol). This protocol dictates how the IF signal data packets and their associated context packets are being formatted. The context packets are sent along with the data and usually at the beginning of the capture (unless you are using an R5700/R5750 device which also has GNSS contexts send approximately every second).
Therefore, when you save your own data (whether just time-domain I/Q or processed spectral data), it is important that the contexts/relevant info are saved as well so that they could be used or referred to later on. If you are using data capture functions from one of the thinkRF's APIs, the contexts have been parsed into accessible parameters or structures.
You could try out the "Save Data" feature of thinkRF's S240v5 GUI application and look at its saved CSV files.