The SaveAs dialog in Notepad++ uses this dialog: https://msdn.microsoft.com/en-us/library/windows/desktop/ms646960(v=vs.85).aspx#_win32_Open_and_Save_As_Dialog_Box_Customization

Starting with Windows Vista (its been 8 years now :) you can use the "Common Item Dialog" to open and save files: https://msdn.microsoft.com/en-us/library/windows/desktop/bb776913(v=vs.85).aspx
This dialog has a number of features, including a far superior folder list on the left. Personally I rely on that folder list and custom favorites in it to quickly navigate to several folders.

Notepad++ appears to use the Common Item Dialog for opening files, just not for saving.