Great question!

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
https://play.google.com/store/apps/details?id=de.stohelit.audiobookplayer&hl=en_US

iPhone/Mac – MP3 Audiobook Player
https://itunes.apple.com/us/app/mp3-audiobook-player/id891797540?mt=8

Windows PC
Windows Media Player (Windows)

Windows PC – Audiobooked
https://www.microsoft.com/en-us/p/audiobooked/9wzdncrdrjwq

Apple PC Itunes (MAC).