Click on it and you should see a Save Game option.
To save your game, simply look for the small main menu button in the top right corner of the screen. The saving and loading functions only work in single-player and multiplayer games. You’ll have to play it through to the end, or simply start a new tutorial stage if you need to quit halfway. First off, do note that just like in Civilization V, you can’t save your game in the tutorial level. Civilization VI will probably keep you hooked for hundreds of turns on end, but when it’s finally time for you to shut off your computer and head to bed, you’re going to want to save your game so you don’t lose your many hours of progress.