I am playing this game right now but I did not take the tour.
I went back and started the tour after reading your post, this is what I found. I am playing in Windows ME
After choosing the tour and at the map screen click on the yellow square with tools at the bottom of the screen, this brings you to the options screen, click Start and there yu have the option of starting from Save (The place where you saved last) There seems no need to have more than one save at one time .
In the actual game you have 3 (Too few!) Once walking about you can click on the map icon at bottom of page, this shows you where you are (A blue or red blicking square, means YOU)
This is useful at junctions, to make sure you are going the correct way.
There is a nice comentary of places of interest, I think you cannot move while the comentary is on.
I plan to take the complete tour when I finish the game.
In the same screen as the save option, there is the exit option, in my case this throws me back to Windows but I have not noticed the game still playing in the back ground.
I hope this have helped
"I am in shape. Round is a shape"