How to enable network on Linux?

Yes, I want to know why it's gone.

Because that's the nature of a Live Boot OS - everything is stored in RAM, so when you reboot, RAM is flushed and thus your work you did is gone, unless you saved it to an actual storage device, such as an HDD or flash drive.
 
Well that sucks.
That's why it's a Live environment - it's not meant to persist. There are ways to setup a persistent Live environment on a flash drive, but you usually have to find a specific guide for whatever distribution you're running.

And how exactly do I do that?

Well if you're typing in a text editor for example and want to save it... you do File -> Save As... -> pick your HDD or other storage device where you have access to save something. Just like you normally do.
 
Indeed, the live environment is meant for demo purposes to test hardware and to show off to the windows user how great Linux can be if they give it a chance,
 
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