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

iPhone/Mac – MP3 Audiobook Player

Windows PC
Windows Media Player (Windows)

Windows PC – Audiobooked

Apple PC Itunes (MAC).