There is no quicksave or autosave feature in Kingdom Hearts 3, so if you want to save your progress in the game, you have to locate one of the old-fashioned save points. These are green, glowing circles scattered all around the world, and they typically appear pretty often when you progress in the main game. Anyway, just interact with these to open up the save menu and save your game.
The good thing about the save points compared to autosaves is that they also refill your health and MP.
All save points in Kingdom Hearts 3 are permanent, so you don't have to worry about any of them disappearing like they did in the previous games in the series.