Options

Save Game

There is a grey box under the words "SAVE GAME".  Click in there and type your filename.  Click Save.

The grey box does not have an automatic cursor displayed in it and is not necessarily obvious as a text entry location.  That may be the source of your confusion.

Also, a CTRL-S will create a quicksave, which will show up along with the autosaves. 

To get a number of armies out of the city at once as one army, you need to click one, then shift-  or ctrl-click the others (not sure which button it is, or whether either can be used), and then right-click on a square next to the city.  Note they will form more than one army if you maximum army size is less than the number of units you have ejected.  If the square you selected is next to the city, it shouldn't cost any movement points to move the army out, but it will cost movement to move them back in.  Essentially the city "ejects" the army rather than the army using movement to get out of the city.