Saving a Review will save the Review session, including all of the movies that were in the session and any drawings, notes, masks, colour adjustments and aspect ratio modifiers.
The .cs5 file which is saved contains all the session data in json format.
You can save a Review session at any time by selecting 'Save Review' from the Review menu.
Saved Review files can be re-loaded later either for viewing via the 'Open Review' -> 'Load Review'. And they can be loaded on a different computer.
Saved Review session files can also be re-opened by double-clicking the file.