Once you have finished configuring your Measure, click the Save Draft button in the lower right corner of the edit modal.
Clicking this will navigate you to the Measure draft page:
If you are not ready to publish yet, you can leave this version of your Measure in its draft state. Clicking "Save Draft" when exiting the configuration modal saved the work you'd done on this draft so far, so your changes will be preserved now even if you navigate away from the page. You can reopen the draft of your Measure anytime from your profile page, or the asset list.
If you are happy with your draft and want to publish it now, click the Publish button in the Asset Action Bar. You will notice the version type (next to the Measure's title on the right side of the Asset Action Bar) will be updated from Draft to Published.