Press Esc in a game to pause it and open a menu: Resume, How to play, sound on or off and volume, Load last save, and Quit to main menu. Esc again, or a click outside, picks the game up where it was.
Esc still closes whatever's open first: an item you're placing, the delete tool, a side panel or the help. The menu comes up only when there's nothing else to close.
In the campaign the menu says when the game last saved. Loading or quitting mid-day asks first, since anything since that save is lost. (Still: the campaign's menu, with the last save)
Quitting goes straight to the main menu without the studio intro, and Load last save goes straight back into your saved game.