Similar to Xendance's link, but in a little more simplified of a tutorial: http://danhaddad.wordpress.com/2011/04/08/unrealscript-gamestate-save-tutorial/ Alternatively, config files can be used for simple stuff, but the game state file would probably serve you better.
Depends on what you want : saving data for loading it when you relaunch the game later or just keeping the data across level at runtime. In the firts case you will have to save the data on the HDD, there is plenty of tutorial about that. For the second case, you need to use the Replication and maybe store some values in…