Is it possible to have save games in this? Could there be like a creation of a .sav file in some folder inside the Mac App? Thanks
It is indeed possible to save games. Try e.g. BubbleFrog which is preloaded. It saves automatically after each level and when you continue, you'll be in the correct level.
Considering the .sav file: it might be possible to export them in the future, if this is a requested feature. But it's unclear if those files will work in other emulators.