How do I save the game?

[toretorden]

However I did find at least one other type of artifact (looked like a brown piece of bent machinery of some kind?) that I was able to save in in my inventory -- was is the purpose of this ???

I think you mean the collectibles.

Spoiler below!

There are 10 of them located at various (hidden) places in the game and if you find them all, you get a password for a file called super_secret.exe somewhere in your game folders.