On the link of XGBoost guide:
After training, the model can be saved.
bst.save_model(\'0001.model\')The model a
Both functions save_model and dump_model save the model, the difference is that in dump_model you can save feature name and save tree in text format.
The load_model will work with model from save_model. The model from dump_model can be used for example with xgbfi.
During loading the model, you need to specify the path where your models is saved. In the example bst.load_model("model.bin") model is loaded from file model.bin - it is just a name of file with model. Good luck!