The latest version (r124 Beta) adds a save game feature.
To find more effects look at the plugins, you can find listings for most of them in the relevant forums.
I would also advise reading the manual and doing a good deal of the tutorials as they are a great resource and will answer 90% of the basic questions you have while getting familiar with Construct 2.
Also, welcome to the community, can't wait to see what you create!