Newb / Dumb Question

I just downloaded the Demon Souls remaster on PS5.

Dumb question but there is no way to save progress as you are working through a level? I'm making my way through some castle on the way to a boss I assume. I make it varying distances through the castle but die and have to start over.....I think I'm on attempt 10 or so lol. I know the game is supposed to be tough but just making sure I'm not missing something......a