Since Lineardraft works within MicroStation, it uses MicroStation's auto-save functionality. This means your design will save automatically when you exit the application, provided you have this enabled in your MicroStation settings.
If you're not sure whether auto-save is enabled, you can always click the save button at the top of the screen, or use the keyboard shortcut Ctrl+S.
If you need to restore a previous version of your Lineardraft design, see this article to learn how.
More info: To enable/disable the auto-save settings in MicroStation, see a guide from Bentley here.