I can't seem to find a place to save my game? From the manual.pdf it says that I should be able to save from the captains cabin, but I can't find where.

In sea combat I can't fire my guns, and there are no options to setup controls. The manual.pdf says that it's either 'return' or 'space' but neither of them works for me, which makes the game practically impossible to play.

Any suggestions?

You can't save everywhere. Try to save in towns.
Try if the mouse buttons work for combat and check if you have cannons on your ship. I rarely ever use them, damaged ships yield less money when selling, try to board ASAP, use full sails to move faster.