If you want to save game in IGI in the middle of the game missions, then it is not possible because, in IGI 1 PC game, there is no option to save the game in the middle of the game missions.
In IGI 2 PC game, you can save the game in the middle of the missions, but in IGI 1 PC game, there is no option to save the game in the middle of the missions.
in IGI 1 game, Once you complete any single mission successfully, then the next mission gets unlocked for completing the second mission, in this way once you complete any single mission, that mission saves automatically and the next mission opens automatically.
Apart from this, you can find – config.qvm file in the folder of the IGI 1 game, and you can copy this file to the safer location because in this file all the Missions data are present – like how many missions you have completed, and how many missions unlocked till now.
Related Page- How to Complete all missions of IGI 1 game just in a minute.