Go to : %USERPROFILE%\AppData\LocalLow\SimKol\SimRail\settings.conf , in this file at the very bottom there will be a line called something like "alfa-save"=false, change it to true and save the file.
Now you have to remember that when you start a scenario, the save option does not appear immediately, you have to start the scenario for about 1-3 minutes then the save option will appear.
The next thing is that each save applies to a given scenario, so to load a save from scenario A you have to be in that scenario A, you can't load a save from scenario A while being in scenario B.