is there something i can do to not start from the beginning after dying?
cuz it feels lame to do this all from the start after one death tbh
some kind of save file or something?
You can save anywhere you like? There's no limits on where you can save.
If you don't extract the game files though, saving will be blocked. So make sure you extract the files before playing the game. Since the files are zipped up, the game can't create the save file, so you need to extract the contents using 7Zip or WinZip first.