And now I do not have the same pictures in "library" and "development" .
Explain this in more detail.
Also, I wanted to know where the pictures are saved when I change them?
Lightroom does not "save" your edited photos. The edits themselves are automatically saved in the Lightroom database, so you can always return to Lightroom and view your edited images. If you need a copy of the edited image for outside of Lightroom (for example, e-mail, web, printing) then you must Export the photo, use File->Export
As you said the image is not same in Library and Develop module.
What do you please elaborate the difference?
Once you make changes to an image, all the edits would be preserve in the catalog and would not be applied to the original images.
As Lightroom works on image preview and store the develop changes in the catalog
I order to see the edits outside Lightroom, you need to export them.