The search results placed in the Search Results window by the Search, Search Files, and Lookup References commands contain Source Links. The link source file is the Search Results temporary file, and the link target for each link is the location of the matching patterns in the various files that were searched.
Source links are part of the current workspace, which means it is part of the session state. If you save the Search Results to a new file name, the Source links will be retained in the current workspace. For example, you could search for one pattern, save the Search Results to S1.OUT, do a second search, and both S1.OUT and Search Results will have their source links. If you close the Search Results window, the source links are deleted.