I'm guessing you mean for alternate setups? The game already saves one setup per car and track combination. So say you make a custom setup for the DTM '92 Mustang at Zolder, if you close the session/game and enter Zolder again with the DTM '92 Mustang your setup will automatically be the same one you had on the car before.
And if you don't remember what you have changed in opposite to default setup, you have take a screenshot of your actual setup, then press Reset to default and then compare.. Pretty uncomfortable.