I tried both the campaign and a new game and neither worked. There is no load game button on my campaign screen, I'm guessing because there are no games to load.
And as a sidenote I would like to express my sympathies to everyone having to deal with these problems. I find the fact that my first night of playing was worthless when I tried to continue the next day pretty upsetting but I understand things don't always work out as intended and I'm sure this is a bigger problem for the Stardock employees then myself.
End of Mortanius44's quote
I'm guessing you are correct that an option to load a game wasn't available if there were no saved games to load.
In a campaign game, to save:
1. Click on the Kingdom Info button at the left end of the menu bar at the bottom of the campaign screen
2. Click on Options then choose Save Game or
3. To load a campaign game, select Main Menu
4. Click on Campaign
5. Answer Yes to abandoning the game
6. Click on the name of the game you wish to load
7. Click on Load
If anyone knows of an easier way, feel free to share your knowledge here.