When you save a tournament, the software saves everything about that tournament. If you save a tournament, exit the TD software, turn your PC off, turn your PC back on, start the TD, then load the tournament, you should be at the same point as where you saved. Nothing should be different, except for time of day.
The TD doesn't automatically save anything. You have to save, or tell the software to automatically save. That's why it puts that red warning on the Settings dialog: to tell you to turn Auto Save on so you don't accidentally lose anything. (There are a few reasons why the software doesn't automatically save by itself - hopefully they'll be resolved as Microsoft gets better and better with its Javascript engine.)
As Timmer mentioned, you need to save each tournament as its own file. Don't overwrite your previously saved file or else you'll lose the data in the previously saved file.
If you have a bunch of test tournament files you can certainly delete them. But they don't hurt anything. Any tournament that is Incomplete is ignored for Stats. Better than deleting them, move the files somewhere so that (a) the Stats tab doesn't waste time trying to load them and (b) you still have them should you discover one wasn't the incomplete test file you thought it was.
