To be able to save a game that is in progress, you must first enable the feature from the Settings > General menu, then press Apply.
The Save Game feature is a work-in-progress, and may not work reliably in all circumstances. To enable us to improve the feature, please submit any feedback you may have here.
If you wish to create a Save Game you can return to, during a scenario, open the Pause menu, select Options and press the Save button.
To Resume a save game, select Resume Last Played from the main menu.