"Error creating file c:\users\owner\documents\mygames\Capitalism2" "Config.Dat"
A quick question: is the above error message the exact message you got from the game? Normally "owner" will be your actual Windows user name and "mygames" should be "My Games".
I searched the Internet and found the following articles related to not being able to save games:
http://www.tomshardware.com/forum/id-28 ... files.html
https://www.youtube.com/watch?v=rBrmAT9lyQM
https://steamcommunity.com/app/72850/di ... 591494844/
You may also do some search on Google for additional articles on this topic and see if any of them may help.