When you say the glyph is not saved, is it not in the font file when you reopen it in Font Creator? Or is it just not showing when you test the font?
You cannot drag and drop a glyph from one character position to another, but you can cut and paste it. To copy font metrics (side-bearings and advance width), and character mappings, use Paste Special, and select the options you want.
1. Import a bitmap into the glyph edit window, using tools import bitmap, then generate to create the glyph. Or paste the bitmap directly from the clipboard and the contours for the glyph will be generated automatically.
2. If you are happy with the shape of the glyph, save the file.
3. Next you must map the glyph to a character, if it is not already mapped. If it is a capital A, you must map it to position 65 for both Macintosh and Microsoft Unicode platforms. If you started your new font with a template, or replacing a glyph in an existing font, this stage is already done. If you inserted (added) a glyph to a font, it won't be mapped yet.
To map the character use Alter Enter to access the glyph properties, and select the Mapping tab. Then add 65 LATIN CAPITAL LETTER A for all available platforms. You can also do this from the the Format, Mappings menu, which is more convenient if you wisht to map more than the current glyph.
If the glyph is not mapped to any character position for platforms used by your software, the software application won't know how to type it, even if it exists in the font. Even Font Creator needs to know which letter it is in order to type it in the Test Font window.
4. Now test the font (F5), type "AAA" and see if the spacing is right.
5. Finally, you need to install the font in Windows, and test it in Wordpad or another Windows program.
Please reply here, instead of starting a new thread.
I guess I didn't ask the right question. I have been able to import my characters into the glyph editor but after that I have been unable to find out how to save the individual glyph into the font. Can you drag and drop? All of the steps I followed from the help never got me to the point where I had actually added a character to my font. Heelllp! 
