There are multiple games titled The War of the Ring. The save method depends on which you're playing:
No save feature. It's a physical 2–4 player board game. To pause: record board state (photos, notes on VP, armies, cards, Fellowship position, hunt tiles, dice pools) and store components carefully.
My Documents\The War of the Ring\SaveGames\.Specify platform (PC, board, mobile) and exact title for precise instructions.