To create a file without a filename, press and hold the Alt key and type 0160 while saving the file. You have to use the numeric keypad (the keypad on the right side of the keyboard) for typing the number 0160. After that, click Save. This will save the file without a filename.
You can use the same trick to rename the files. But before renaming the files, we suggest you create a copy of that file because sometimes, saving the file without a filename may corrupt it. Now right-click on the file that you want to save without filename and click Rename. After that, press and hold the Alt key of your keyboard and type 0160 by using the numeric keypad of your keyboard and press Enter.
If you receive an error while saving the file without the filename, you can do one thing. Save it with any name and then rename that file by using the above method. If you receive a warning message that after renaming the file, you will no longer be able to open it, do not save that file without a filename.
You can open the file with no name simply by double-clicking on it. Some files (the files that you have saved with no filename) may give you an error when you try to open them. If such a thing happens to you, right-click on that file and select Rename. Now, give any name to that file and hit Enter. After that, you will be able to open that file.