Can I save a query and use it later on another data set?

Yes. When you are creating a query via StatisticaA Query, you can select Save As from the File menu to save the query as an *.sqy file. When you open a different spreadsheet, you can use the previously saved query to return data to the new spreadsheet by selecting Open Query from File from the Data - Get External Data menu (or the File - Get External Data menu). In this manner, you will have access to all queries that you have written in Statistica Query even if you are working in a different application.