Great, glad to hear you are enjoying it.
So, currently the game pretty aggressively auto-saves after encounters and dialogue. And the interface only really manages the most recent save; the downloadable version keeps extra saves around for backups, but currently it doesn't handle them in game. Sorry!
It's definitely something I'll look into improving; in theory, you'll be able to manually do it when I add the save exporting string implementation (hopefully tonight), though I know that probably isn't ideal.
And yep, Thieves Guild currently just has a first step implemented.