I want to do a save function in my game,but when I use game_save and game_load the engine lead me to a point that I have saved the game.What I wish to do is the player can re-see the whole game which he has played if saved file is loaded. How to do so?

You mean watch the game they played? You'll need to record the game in progress. Or do you mean a "flash back" like done at the start of tv shows after a "to be continued" episode. If so you'll need to make the vids or whatever and set them to be played when they load a game.

the saved file looks like starcraft or warcraft's demo files - they are saved when the players have finished the game,and the other players can watch if they have loaded these files.how to record these data in my game?

Look up sys_record and sys_replay in the manual
if you've updated to version 6.5