You can open the folder where the file is currently located and drag it into the folder you would like to store it in permanently. To move it to your desktop, simply drag the new file to a place on your desktop.
Of course he can! All cats come again eventually. Keep setting out food he likes and the giant cushion and he might come. Remember to check his top 3 goodies...
I don't think it matters whether you fight Bowser before getting all the stars or not. As long as you have 120 stars when you defeat him, you'll get Luigi.