To save a sequence as a profile select "Save Sequence As Profile" from the file menu:
If the sequence you're saving as a profile was created with a profile then that profile name will be pre-populated like below. Otherwise this field will be blank:
If you save over an existing profile all data in that profile will be replaced with the data in your sequence. This is useful if you created the profile when no equipment was hooked up and entered some incorrect information in the fields. If you don't want to override the profile you can enter a new name.
Once you've saved the profile it will show up in the Profile Manager and can be used to create sequences.