Currently, there is no save button but, we will be adding a 'Save' feature down the road. For now, once you complete an initial build and launch it, simply turn the toggle 'Off' right away.
You can always go and edit the sequence. So, simply proceed through the Next buttons, do not yet assign any contacts to enroll, and complete the sequence build. Without any contacts enrolled, nothing will occur, but you can toggle the sequence inactive on the Sequence Listing page and click back into the sequence at a later date to make any edits or changes you need to before launching.
The save a sequence has been requested previously. You are more than welcome to upvote it here if you'd like!