[Kong]

What Steven said works for Score Mode on all systems if the original game saved to the cartridge like most RPGs did.

Score Mode does not have normal Save States because that would allow cheating. In Score Mode you can only save if the original cartridge allowed you too, such as in RPGs, and then by using the games internal save feature which is often at an inn or church or accessed by pressing start.

Full Mode has different methods depending on the system but save and the keyboard shortcut can usually be found from the file menu or from the list of keyboard shortcuts on the webpage.

If you need more help, name a Play Mode and System and Game that you are trying to save in.