It seems to at least save when you exit. As continue seems to bring you exactly back. Hopefully, they also have it save whenever you accomplish anything incase or a crash, and also possibly have a backup save encase yours gets corrupted. But I think I am being far too optimistic from what I saw so far.
When I exited just now, I noticed that there is now a picture in the first load section, so there must, as you say be an autosave. I am still looking on the flipping bookshelves for the correct book.
I know, it seems that you HAVE to play the prologue to start off in Budapest where the story begins. If you don't, you start off in England--rather confusing.
What a waste of money. I just started the game about 5 hours ago and am already finished it. The game froze up all the time. It was very pretty though. I have a dedicated 2 gig nvidea card and 8 gigs of ram. They need to come out with a patch for this one for sure. Sorry for the rant,but I thought the game would be at least as long as the other ones.