Explanation
After making changes to Data, we can save that new data source as a .tds file. To do so, go to data menu on top and then choose your current connected data source. Then next click on Add to Saved Data sources. This will save all calculated fields, changes to fields etc. It will be saved in My Tableau Repository -> Mydatasources. This will then also appear on Tableau Home Page under saved data sources like SampleSuperStore.
Note: Data source files do not contain the actual data but rather the information necessary to connect to the actual data as well as any modifications you've made on top of the actual data such as changing default properties, creating calculated fields, adding groups, and so on.
twb and .twbx are not the BEST solutions since the questions nowhere mentions that we need to store our workbooks as well.
twm is a bookmark which contains a single worksheet and are an easy way to quickly share your work.