I see there is an option to save and exit on the menu when hitting the esc key.
Cannot find a load option though. On the campaign menu it says continue but when I go into the campaign it starts me off from the beginning again, which is rather annoying. Same for quick battle, have to start from begining. Or maybe the game only saves at a certain stage which is ridiculous. I should be able to save at any point and go right back to it.
Just bought the game today, because I know the original game lacked this option.
In the operations list must appear the "floppy disk" symbol to load savegame to continue combat (for operation and quick battle), when you click on it then savegame is loaded. One savegame for one profile.
But you should not start a new quick battle or operation.
P.S. Check users\profiles\<profile code> folder for "autosave.tacstream" file after save&exit.
May be you don't have a rights (as OS user) for write files to game folder.