At any point during a game, you can save the entire state of the game to disk by choosing “Save” or “Save as...” from the “File” menu.  This saves the position of all nine pieces and all the moves you’ve made to get them into their current positions (so you can undo them if you wish).

To restore a saved game, choose “Open...” rom the “File” menu.  You may only have one game open at a time; if you are in the middle of a game, close it before restoring a saved game or starting a new one.

See also: Game play --> Undo.