To begin recording, first open Praat, and then select New > Record mono Sound...
The SoundRecorder will open as a new window. Pay attention that Channels is set to Mono, and Sampling frequency should be 44100 Hz. You can change the name of your recording in the Name box. Click Record to start recording.
When you're recording, make sure that the Meter stays green but isn't too small. Adjust the levels as needed. When you finish recording, click Stop.
Save your recording by clicking Save to list. This does NOT save the file to the computer.
Lastly, to save your sound file, click Save > Save as WAV file...