You need to press esc to get to the menu and save from there.
I have done that but when I close the game and open it again it does not let me continue
Go to Small On Top/www folder. Do you see a save folder in there?
Not only do I see audio characters data fronts icon img js any of these is save?
It might mean you haven't saved correctly then. To save you have to go to the menu (ESC), then scroll down to save, press enter, with the arrow keys pick a save file and press enter.
I've already done that but it still doesn't save my progress I can't create the saves folder someho
I wonder if it's your firewalls blocking it?
