You can automatically save new email addresses while sending or receiving emails from contacts that are not already in your address book. Click on the "gear" icon in the top right corner and select "All settings" from the dropdown menu. Click "Mail" on the left side of your screen. In the Behavior section, tick the box next to Automatically collect contacts in the folder “Collected addresses” while sending and Automatically collect contacts in the folder “collected addresses” while reading. Now any new contact who is not in your address book will be saved.
Tip: you can easily find these email addresses in your address book. Under My address books you'll see a folder for Collected addresses.