There is no save game button yet, the next version will have a "level select" option, after that I'll make a save game button, there just isn't much to save yet so I put it off until later.
Regarding the screenshots you can hit F9 to take a screenshot it's saved under: "C:\Users\<USER_NAME>\AppData\Local\Alchemist\Saved\Screenshots" it's a bit half assed and takes the screenshot without speech bubbles, which is why I didn't document it yet (planned is to have buttons for screenshots with and without UI elements and to be able to change the location where they are saved.)