Before start play game, in look to Options menu. There you find line "Save replay" (or something like that), you should mark in box (to run this) and write name of replay.
After this preparetions you can start game. If everything is ok you will see in right-down corner, under minimap little green ... hmm ... piont? In same line with game time.
After end of game, if you want to see replay you click in game menu Load and there you search for name which you wrote at start.
My english is still bad ( ), please write if you something don't understand.