Navigate to your settings for Penumbra: Overture or desired Penumbra game. For Overture v1.0, mine happens to be:

Documents\Penumbra Overture\Episode1

Look for the file "settings.cfg". Open this file in notepad, and find the line: AllowQuickSave="false" (using ctrl+f to search for it should help greatly.)

Change the "false" to "true" to activate quicksaves; it should read: AllowQuickSave="true". If your game is open while you're editing the cfg file, make sure to restart it for the changes to take effect.

To use these in game, use the f4 key to save, and f5 key to load.

Good luck!