The link you provided is dead, so nobody can answer your question. Since there are no manual saves, only automatic checkpoints, you have three options:
1. Load the last checkpoint.
2. Restart the level.
3. Start a new game.

Every time you reach a checkpoint on the map, the game writes over the last checkpoint save. The first checkpoint of each level starts with a cutscene, and if you play or progress before you reach that level's second checkpoint, then you have to endure the cutscene or skip it reloading that first checkpoint.