Saving and loading is done via writing and reading files. Take a look at the 
File Functions for reference. A basic outline is:
void save( ) {
    int f = FileOpen("save.dat", 2);
    FileWriteQuad(f, hitPoints);
    FileWriteQuad(f, xPosition);
    FileWriteString(f, curmap.path);
    // etc... write everything you want to save
    FileClose(f);
}
void load() {
    int f  = FileOpen("save.dat", 1);
    hitPoints = FileReadQuad(f);
    xPosition = FileReadQuad(f);
    string map = FileReadString(f);
    // etc... load back all that stuff in the same order
    FileClose(f);
    Map(map);
}
Or something like that. Anyone have a good example of this in action? (that isn't as large as sully?)