Been hearing this basic story for
a few years now. The Kids Today don't really know how "computers," as old folk understand them, work. Phones/tablets and MacOS especially try to completely obscure any concept of "files" and "where they go" and Windows tries to do the same, just does it (for better or worse) badly. There is a difference between a "program" and an "app" other than the branding, with the latter being little self-enclosed worlds that at best let you talk to other apps and "share" things between them.
I think we're in an annoying world where the tech wants to "just work" but of course it doesn't, quite, for various reasons, so if you lack this knowledge you're frequently going to run into a brick wall. And weirdly "sharing" files is still clunky! Windows is the worst at this, I think, in that its efforts to establish a new sleeker "UI" just involve layering new ones over the old ones, with users having to dig deeper and deeper until eventually they find themselves in a dark room labeled DOS.