I have setup my windows in a certain way. How do I save this setting to be invoked later?
I sometimes still use C-x r w to store a window configuration in a register, and C-x r j (where is a single character) to jump back to it.
While this is a nice way for storing a few window configurations which you want to go back to after some time, I find winner-mode to be more convenient in a few regards. (For example, you won't have to bother naming the configurations).
Just put (winner-mode 1) in your .emacs, bind winner-undo and winner-redo to convenient shortcuts (or use the IMHO awkward C-c and C-c predefined ones), and you'll be able to switch back to previous window configurations.
See also: M-: (info "(emacs) Window Convenience") and M-: (info "(emacs) RegConfig")