Create a new Turning tool as normal along with a holder.
On the Tool tab towards the bottom you will see a heading reading 'Library'. Expand this and you will be able to enter a name for the tool. You can't use spaces so you will need to use _'s. click on the export tool to library icon and select the type of tool (ID, OD etc) and click OK twice.
You should now be able to re-use this tool in other .prt files without having to redefine it.