Joining online when host has left?

[GrubbTub]

I was recently playing together with some of my UK friends. They have all logged off for the night but I am unsure on how to join that instance again. I was reading that you can join the instances again even if the host is no longer online. 

Since this was our first time playing was there something one of us had to do to "Save the progress" of the map or something along those lines? When i go in to multiplayer, i see a "host game" option with a load button but I have nothing to load?