Gallery isn't a location, so you can't save things to it. It's just an app for viewing images on your device, just as File Manager is an app for, well, managing files on your device.
The Gallery app should usually find media wherever you download them to on the device, so you can just choose where you want to store them using the file manager. If it has trouble finding images you have downloaded try stopping and restarting it, or go into its settings and see whether there is any option to force it to rescan or to look in particular directories (aka "folders" if you prefer that term). Different phones have different Gallery apps, so I don't know what options your Gallery app has because they are probably different from mine. Or you can choose to store them in a directory where you already have images the Gallery can see (if you have one called "Pictures" then try that).
It is possible to stop Gallery apps looking in a particular directory by putting a file called ".nomedia" in them, but that's not something you would do accidentally. If you have downloaded images but the Gallery simply cannot find them you could try moving or copying them to a different location and see whether that fixes it