There's 10 built-in variables to which strings can be stored. You can't user other vars to store
Press "ALPHA" and double quote " to indicate the start of the string then put your string text finish by a double quote "
You will have something like "MYSTRING".
Press the "Sto->" key then "Vars" to go into vars menu. Select item 7 (Strings) then press "Enter". Choose between special vars str1, str2 str3 etc...
You should have :
Now you have stored your string into str1 and you can retrieve it by simply putting str1 in the home screen and press enter.
More information in the manual :