Just like Pokémon games, Pokémon Godra lets you save anywhere via the ingame menu. The game only has one available savegame at any time as well.
However, that savegame is stored on your computer, easily accessible. Just open C:\Users\***\Saved Games\Godra Version where *** is your computer user name.
When a new game version is released, the new game will load the savegame from C:\Users\***\Saved Games\Godra Version so you can continue your adventure as if nothing happened.
(This is not true for Beta 1.8! The storage location for V 1.8 is set to C:\Users\***\Saved Games\Godra Version 1_8 So to continue playing your game from another version, you have to change the storage location setting in the Game.ini file (see "Change the folder"). In Beta 1.9 this has been reverted back.)
The Remastered Version currently saves to Saved Games\Pokemon Essentials and is not compatible with save files from the original Pokémon Godra, but otherwise the following information about the savegame work correspondently.
Make a backup
You can make a copy of the file Game.rxdata in the folder C:\Users\***\Saved Games\Godra Version and *tada* you got a backup. To play that backup, you have to rename it to game.rxdata again.
So you can have as many savegames as you like and easily play another adventure.
Change the folder
If you don't like the folder name to be "Godra Version", you can easily change that as well. In your game directory (where ever your game.exe is), find the file Game.ini. Open it! Change the entry after "Title=" (see screenshot), e.g. to Pokemon Godra.
Your game now loads the save from C:\Users\***\Saved Games\Pokemon Godra (*** is still your Username) and saves to that folder as well. Now you can start a completely new game.
If you want to continue playing your old save, you either have to move your savefile Game.rxdata from C:\Users\***\Saved Games\Godra Version to C:\Users\***\Saved Games\Pokemon Godra, or reverse the change of save folder location.
Keep in mind you need to edit the Game.ini of any Pokémon Godra Games which are supposed to be using that save folder, including any updated game versions!
Having Multiple Saves
If you have more than one person using the same user account on your computer, you might get some trouble if both are playing Pokémon Godra. That is because, even if you installed one Game for each player, all games will use the same save folder and therefor the same save.
So what to do? Install one game for each player and then use the method described under Change the folder to give each one a different savegame folder.