On the main title scene, you are able to create a New Game, or Continue the last saved game, or Load Game from the list of previously saved games.
Keep in mind the demo is intended to showcase the Game Modules 4 features, and is not a full fledged game. Much of the systems are basic and simplified to remove as much complexity from the demo as possible.
Save and Load
The Save and Load module is demonstrated in the Continue and Load Game options. Dig into the UI elements and the scripts to see how they operate.