How do I save all of my photos to my hard drive?

Select all of them (it might be better to do about 1000 at a time) and export the original to a folder on the Desktop. Do you have room on your hard drive to store all of the addition files that will be generated? They will be close to the size of your Photos library.

Unfortunately that question could refer to three or four different things.

By hard drive do you mean the one in your computer? Is there a particular reason, something you wan to achieve?

Or do you mean an external? If an external, what do you mean by save them? You want them backed up or moved to the external while still in Photos? Or you want them exported from Photos to the Finder?

If you can clarify we can help :)

DO you want to keep them in Photos? Or have the exported from Photos to the external? You can make a copy of the library on the external as a back up.