Pretty sure back when I was playing the pirated version in the 2000s, the only way to save my game was to look up the file where it stores the current state of the game and copy it. The one big flaw that KoDP has in my opinion is that you go into heroquests with virtually no idea how difficult they're going to be, so savescumming is mandatory. I still have bad memories of alt-tabbing to explorer to copy those files.