There actually isn’t a “Load” button on purpose. Your progress is saved automatically. After you complete the introduction, you arrive in Adrian’s house, and from that point, you can reach all the endings, including the true ending. The game is designed like a loop, reflecting what the main character, Jules, is experiencing: a cycle of memories. Once the truth hits at the end, the loop starts over, just like it does for him.
As for "Murder under the Moonlight", yes, it’s a fictional book created just for the game. You will know more if you want to play the full version I’m working on.