Start playing Slider by selecting "New Game" from the File menu. When you do, that menu item will change to "Stop Game" to let you stop.
You can save a game in progress at any time by selecting "Save" from the Edit menu.
You can ask Slider to save the game in progress automatically, whenever you move to a new room. Check the "Auto-sve on room advance" checkbox in the Preference dialog for this. The forst time you advance a room, Slider will ask you what file you want to save to. After that, Slider will automatically save your game every time you advance a room.
Makes sure you keep your best efforts!
When you are not in the middle of a game, you can open a saved game by selecting "Open" from the File menu.