Click menu at the top of the game screen, in the popup box, look at the very top box, click it and enter the name you want for that game, click save. Its best just to accept the default directory as a location for the save, no point reinventing the wheel. You might call it (for example) "MondaysCampaign", or "TestCampaign" or "InvestigateCampaign" - whatever suits you and reminds you what it is.
The game will automatically create an "autosave", "previousautosave" and "quicksave" file for any game you play of whatever type, so be sure you have the game saved under a name you want, before you switch to (say) a sandbox game, because the next "autosave" for the (say) sandbox game overwrites the "autosave" you had for the campaign.
Saved files will stay there until you delete them.
Regards
Zy
