I have a global vector layer which includes several fields in the attribute table. I want to filter one field above a certain threshold and then clip the corresponding areas to make a new layer. I have managed to filter them using the query builder, but I can't find a way to extract those polygons to make a new layer. I'm using QGIS 3.2.
Insert the "extract by attribute" algorithm, use it as you wish, and then simple save the output of that algorithm as final result.
/edit: If by "query builder" you mean the field calculator or the tool that chooses features bases on an expression, then do so, and then simply right-click on your layer, save as and tick the "save only selected features".