Once our orders are delivered, we have a packing slip that is signed.
We want to be able to save a copy of it in ERPNext for future reference, in case it is needed.
Where can I save a copy of it?
sales order page?
Packing slip page?
Sale invoice page?
Where is the option or button that allows this, if it exists?
You can attach files to almost any DocType. Screenshot below of Customer. But the same applies to Sales Orders, Invoices, Delivery Notes, etc.
In addition to what Brian said, you can also create a custom “Attach”-type field. It works the same way as the regular attachment process, but it can be useful to use the field if you need to manage specific kinds of attachments like you’re describing.