Saving on server vs saving on client

Can someone explain the difference between saving a game locally and saving on a server?

I’m currently prototyping a small persistent online rpg type game that I plan to just have 4 or 5 people max connected to. I read somewhere that game state is for server saving and save to slot is for local? Though I don’t understand how you would save anything without a save BP?

Also I see a lot of talk about integrating an sql database but I’d prefer not to touch any c++ right now.