How to automatically save a sales order when created from an estimate?

I expect you mean in the User Interface, without having to click 'save'? I don't think this is possible without script, if that's what you're asking. If it were done in script I think you'd need to grab URL parameter for created from and check if the current record has an id, then trigger form submit, but it all sounds a little hacky and a lot of work to prevent a single click, if I'm honest.

also not 100% sure I understand, but if you save an estimate in the approved status, it will create the sales order automatically

I wanted it to be automatically saved when the user is redirected from the Estimate. I don't want the extra step of clicking Save in the Sales Order where the user was redirected to.

It sounds like you want to automatically generate/transform a Sales Order from the Estimate, when the Estimate is created, and then redirect to the already-saved Sales Order. The resulting user experience would be: 1. User creates Estimate, fills it out. 2. User clicks Save on the Estimate. 3. Estimate saves, Sales Order is created automatically from the Estimate and also saves before the next page loads. 4. When page loads after that one and only Save button click on the Estimate, it loads the generated and saved Sales Order. Is that correct? I only know how to do this using a Workflow or Script.