It depends what version of game you are playing, and wether your hard drive or game files are write-protected, in which case you cannot save.
In the Windows version, Command Aces of the Deep, you cannot save single missions. In career you should be able to save, check that all your gamefiles are not write-protected, chose all files & folders, right mouse click on them, and go in properties > the box 'write-protected' should be white.
Your savegame folder is located in SIM\SAVE. You want to specially check that these folders are not write-protected.
You save game with CTRL-O during game, and chosing the right tab in it. You can have up to 20 save slots, so maybe you must overwrite one.
Same in the DOS version with Dosbox: check that all game files are not write-protected.
Hope this helps.
