The Update Data Source option allows you to save any changes made to product data contained within your document back to the initial data source.
This function works differently depending on the data type.
For CSV and Excel files a Save As dialogue will be shown, allowing you to save a copy of the file.
ODBC data sources
Only fields that have a valid SQL statement set using Field Options > Update Using Statement will be updated. (The syntax of SQL statement will depend on the data source).