As far as I know, exiting the game will not trigger a save. You have to save the game yourself while playing or activate the auto save at every start of a day. You may try to look for the files with the saves in the filesystem while the game is still running.
Hi Goldfishbunz,
I think, not many have your problem. I guess, your PC/laptop uses Windows. The game for Windows is distributed as a rar-archive. Have you extracted the files first and start the game from run to run without reextracting the files? When you run the game, are you allowed to write into the extracted folders and to write into the files? Maybe an empty save file is contained in the archive. More ideas I do not have. Maybe Siren has some more ideas, what may cause your troubles.