To manually save a game, go to the Pause Menu and choose one of the 8 available slots. Once all slots are filled, you need to overwrite an older save file to save a new game. You are able to create several save points during the same mission if you want.
By using manual save, you are able to save the game at certain key moments during a mission in order to try different challenges or for various other reasons. You will need to complete a mission by using an exit in order for your challenges to successfully save though. This still means that you can reload your game after exiting the mission and try something completely new by continuing on from your save point.
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