When you click the Lookup button, you are automatically prompted to save the current lookup scheme (this feature can be turned off under Options>Preferences).
If you just created a new lookup scheme or modified an existing one,
you'll be prompted to save it.If you do save it, it will appear in the Most Recent Lookup list available under the File menu and, of course, you'll be able to access it when choosing the File>Open... command.
Bear in mind that it is the lookup scheme that is saved not the contact lookup itself. By Lookup scheme, we mean the groups that are
in the Include and Exclude lists and the Combine/Intersect options you selected.