All you really need is simple File I/O.
Images, unless they are screenshots, should already be stored to your computer. Something tells me that you are just wondering how to save the map.
The easiest way is to find a way to input all that data into a String. Simple steps my suffice...
1) Find a way to put "all" your game data into one single String.
2) Have your program read from that String to get the map data and player coordinates.
3) Learn Java I/O to save that String into a file.
4) Learn Java I/O to load that String from the file.
5) Congratulations, you can now save and load map data.
Like BUE said, you do not need an online database to save and load data. Just a way to turn your game data into Strings, and then convert them back into code when you need it. Or, you can learn how to do Serialization, but I won't explain that here. Best of luck learning Java, and don't give up