Instagram is a photo sharing service where you can upload photos and short videos, follow other user's feed, geotag images and much more. Instagram does not have the ability to save photos directly to your Windows phone. If you want to save other people's photos to Windows phone, then you can copy the link of photo and paste it in your phone's web browser and then tap and hold the photo. You will see 'Save image' option then tap it to save the photo.
Quick Tip to ensure your Photos never go missing
Photos are precious memories and all of us never want to ever lose them to hard disk crashes or missing drives. PicBackMan is the easiest and simplest way to keep your photos safely backed up in one or more online accounts. Simply download PicBackMan (it's free!), register your account, connect to your online store and tell PicBackMan where your photos are - PicBackMan does the rest, automatically. It bulk uploads all photos and keeps looking for new ones and uploads those too. You don't have to ever touch it.