It's the direct sequel of 'Welcome to Albion', or at least for the route where the MC manages to escape Albion with the brothel girl. It picks up where the two of them are living together up in the mountains a little while after their successful escape.
Interact with the piece of paper in your house's living room. There are also a few spots in the overworld where you can save your game if memory serves.
As a side note, you really should be interacting with everything you can . . .