I do add my bonus points manually, and the number of the attribute that I add points to turns yellow, which means i'm still in the adding state. I just can't find a button or anything that can confirm(finish) the adding. After a while, the adding state is gone and all the numbers fall back to original value.

At the bottom of the stat window, the 'x' (exit) button turns into a checkmark when you start distributing stat points, to confirm your choices.

Do the unconfirmed points remain as undistributed, or do you loose them?

You need to give some time to the game. I don't think that you have played much of RPG (role playing game) by what you say. It's frustating in the begining but when you find how to go about you will like it very much. So don't think that you won't finish the game.
I played avernum before <img src="/ubbthreads/images/graemlins/div.gif" alt="" /> and still I had a lot of problems to start with it.