There are multiple ways you can save your MPC Project.
The standard way to save a project is by going to Menu > Save > Project or Menu > Save > Project As.
Your MPC also has an Auto Save feature that can be accessed via Menu > Preferences > Project Load/Save:

Please note: In this operation, a save progress bar will appear whilst you are working and you will not be able to operate the MPC until saving has been complete:
If you would like to stop the save progress bar from appearing whilst you work, you must disable Auto Save by
by going to Menu > Preferences > Project Load/Save.
Your settings should look exactly like this: