When a membership is initially added, it is labelled as Incomplete. While a membership is Incomplete, it cannot be billed and none of its benefits are active. The criteria for completing a membership depends on how the type of membership has been configured to be paid for. See the How Member Pays section of the membership type's page, Settings >Membership Type > 
In Person Payments - for a membership type that is paid in person to complete, some form of payment needs to be made against the first charge of the membership. When clicking [Save & Complete] the system will redirect you to the Point of Sale to make a payment. The full payment doesn't need to made, only a partial payment of any amount.
Integrated Billing - for a membership type that is paid through your integrated billing provider to complete, the member will need to be signed up with your billing provider. When clicking [Save & Complete] the system will redirect you to the member's Billing tab to create an account for this member with your billing provider. Depending on your billing provider, you will need the members bank account or card details.