You're kidding right? 你 save them like a normal pic. Except those moving pics are called gifs and they would be under the "gif" pic format and 你 just right click and save them.
^You play them in a window media player 或者 some other media player and they would move. There are certain software that plays gifs and is gif compatible
你 take the gif (while it's moving) and right click, select "save picture as" then save the gif where 你 want it. Once 你 上传 it on a website, 你 can see it move.
When 你 view them in Windows Live 照片 Gallery, there is a couple of buttons at the buttons at the button that 你 can click to see the slides. I put pictures on my phone and when i look at them on that, they move.