You can make what is known as a "Make Table Query".
When you have the query in design view, there is a query type button on your toolbar that has what looks like 2 little windows and a dropdown arrow on the side of the button. Click the dropdown and it will give you the option of what type of query you want. Make Table Query will be one of those options.
When you select it, another smaller window will open up and let you name the new make table. Then run the query and it will make the table.
You may also want to check the help files, but I think that's pretty much how it's done......