This error can happen in AutoCAD 2014 and verticals.
When you run Save As in an existing drawing, the following error message is displayed:
Folders and files cannot be saved when Autodesk 360 is not running. Start Autodesk 360 and try again.
Solution is to open the Options dialog box, Online tab, remove the selection from Enable Automatic Sync.
If you choose not to make this change, you can ignore the warning. The local drawing is saved.