Most either automatically save or you have to press start and then you are able to save....If you don't see a "save" option when pressing start then it automatically saves at either a checkpoint or at the end of the certain level.
Also your game saves are saved on the game cartridge itself rather than the 3DS. If you're more specific on what game you are trying to save then I could help you out further.
I believe on that you have to finish all 3 stages of a level before it asks you to save You can just shut the DS and leave it in the cradle between gaming sessions if you need to stop playing before you are able to save, it suspends the game until you want to resume playing
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