Hey I may be some sort of retard but I can't figure out how to just do a simple save? Is there an option to save when you are in the middle of a game?

Lol, you're not a retard. Nope, there's no such option. And lets face it, it would be a rather silly one. (Unless you had to go somewhere and wanted to resume the game later or something)

"Ooh, I only dealt 700 damage to his Stronghold with my rhino. Lets load and see if I can't deal 800 this time round!"