If you're not in designer mode, then saving the game will save absolutely everything. In designer mode, the interface should ask you what parts of the game you want to save, and what to name the module.
If you don't save everything, then you should start up another game just
to confirm that you got what you wanted, before shutting down the
Xconq that you're designing with. Sometimes you won't have saved
what you thought you did... It's also a good idea to keep a backup copy
of data, especially the indecipherable area layers; use the nesting
comments #| |#
around the old stuff, only delete when you're
sure it's no longer of interest.