Save in editor
When you are working in the editor, you have a Save button in the upper right corner next to the Publish button. There you can save changes to the page. If you have made changes to the page and then leave the current page or the editor, there is a save warning so that your changes are not lost unintentionally.
All other settings
For all other settings, e.g. under ‘Menu’ or ‘Settings’, it will either save automatically or you have to click on a blue ‘Save’ button, which is usually at the top or bottom of the page.