There is no manual save in this game. The game will save automatically after: 
  • reaching a checkpoint.
  • completing a level.
  • modifying one or more options.
To start a game:
Boot up the game to the Main Menu and simply start playing. There’s no profile or save slot to create or select.
 
To load a game:
Boot up the game to the Main Menu. The game will load the progression automatically from the last time it saved.
 
Note that the game does not have a function to delete a game.