Good morning @udo,
To start with your first question, to save your settings you have to go to the "Options", create a new "Show" file and save it.
Now to you your second question. If you are wondering how to save the "Cuelist", then by saving your "Show" file your "Cuelist" will be saved as well. If you are wondering how to save the settings of the cue, then you probably mean "Record".
Lastly I am going to need a little bit more information to answer you this question. How many "Cues" are in the playback you are trying to play?
Michael.