The audio file is an MP3 file. The capability to stop, skip and save progress is available on some devices and is dependent on the MP3 reader/app that you have.
If you aren't seeing those options then it probably is not available on your device.
We do have some recommendations of apps/software that give you the ability to do this on your PC/Mac, Phone or Tablet. Please see these links:
Android – MortPlayer Audio Books
iPhone/Mac – MP3 Audiobook Player
Windows Media Player (Windows)
Windows PC – Audiobooked
Apple PC Itunes (MAC).