Just installed GOG version.
I seem to remember from the original game that the esc-key would call up the in-game menu with savegame options, however in the GOG version it seems that all I can do is start the game and play to its end.
Is there any way to save a game and come back to it later?

It was the F12 key. You can also click the arrow at the top of the screen to display the menu.