I 'm connecting to an ODBC server to download data, I would like to know if there is a way to save the downloaded data in a local file in order to modify fields name without re-connecting to the server every time I modify something in the script.
You may want to take a look at the information and video here http://community.qlik.com/docs/DOC-2831 - this will enable you to easily extract data from source files, database tables, Salesforce and more and write it out to multiple target files, databases etc.
It also allows you to extract QlikView table field metadata from QlikView .qvd, .qvx and .qvw files to create QlikView schemas within the product. You can then use those schemas to map to another incoming source of data and write out to a QlikView .qvx file - all in the same product.
We are finding that many existing QlikView users are adding tools to their toolbox for certain developmental tasks and expressor Studio is one of them.