You can write selected text to a new file with the put command. First, select the text you want for the new file. Then, open the SlickEdit command line (press Esc or click in the message area), type put file (where file is the name of the file you want to create), and press Enter. This will create a new file containing the text that you selected.
To write selected text to an existing file, use File > Write Selection (or the gui_write_selection command) instead.
Look up put in the Help Index (Help > Index) for more information.