I cannot find any possibility to do this. Description in Wiki (go to "saved games" etc.) does not work at all, as I see only "no active games" line. No saving button within the game.
Or am I just blind? :/

You might have to allow warlight to save to your computer.

Not working.

"No active games" means you haven't started a game yet. First start a game, then click on Saved Games and you'll have an option to save it.

I agree it's confusing. We plan on cleaning this up in the future.

I tried exactly that thing several times. Unsuccessfully.