You do NOT want to save a link! You need to save a file. Here is how:
When you see the screen that has the data for your exported gedcom, first you have to select the entire content of that page. You can click your mouse at the start, then scroll down to the end and hold the shift key down while you click your mouse at the last character on the last line. That should highlight all the content.
This is the time for you to right-click and select Save As on the pop-up menu. Name the file whatever you want as long as it ends in ".ged" and you can save it to wherever you want on your computer.
When you upload to wherever you want to import it, you need to select that file to upload.
If you have any problem doing that, please be sure to post back here and I (or someone else) will help.