Sometimes, when saving from CATIA in the PLM, the list of Folders in the SAVE window is empty, while you do have several Folders flagged as favourite in the PLM:

 

 

This usually comes from the fact that one of the Folders flagged as favourite, has since been deleted.

In the PLM, go to the list of favourite Folders and try to access each of them.

If you find one that has been deleted, you will get this message:

 

 

Then, use the contextual menu to remove this favourite from the list:

 

 

Check all the favourite Folders.

Then, go back to CATIA, and run the SAVE command again.

The list should now be okay: