How do I save and compile a program in Befunge-93?
What file extension do I need to save the file as (like fileName.what)?
Then how do I compile it?
Befunge is typically an interpreted language. In fact it was designed to be difficult to compile because the programs are self-modifying (but that hasn't stopped people from trying to write a compiler).
You should save the file however you like (a .bf extension is typically used) and run the interpreter (bef), passing the filename as a command line argument.
You can see the usage instructions in the source code for the interpreter.