Far Cry 6 does offer an auto-save option. However, you cannot save manually, which can be painful in some situations. You can be clearing a camp, then quit the game, and if it did not save automatically, you will have to do this all over again.
That's right; there is no save button in the game menu. Auto-saving works pretty well and makes saves quite often after most major activities in the game. There is one trick to make sure all of your progress has been saved.
To make sure Far Cry 6 performed an auto-save is to fast-travel to a safe zone somewhere on the map. All you need to do is to fast travel to one of your hideouts or controlled bases, and the game will perform an auto-save as you spawn after traveling.
To be 100% certain, make sure to watch for the save icon in the top right corner of the screen.
For more articles and guides on Far Cry 6 make sure to check out Where to find all Criptograma Charts and Chests on Valle De Oro in Far Cry 6?