If you want to save a game to a folder of your choice, you can do it as follows:
Press this button on the app bar of the game view to show the list of secondary commands. On a PC, you can use the menu of the title bar alternatively. This menu is more detailed than that of the app bar, so you can reach almost all the panes directly.
Press this button if you want to save the current game state to a folder of your choice.