removing the background and saving this as a PNG

I'm trying to isolate each of the figures of the ladies here, and to save each one as a PNG so I can use them in a digital collage. I've tried different methods (magic wand, quick selection, select subject) and I still haven't got it down pat. I've even had difficult saving it as a PNG (the option isn't showing up in the "save as" menu).

Please, can somebody help me with what would the quickest and easiest way to do this? Each method has its own drawbacks. For instance, "select subject" tends to just get the outlines of the ladies, and leaves the flesh tones because they are very much like the background cream color.

Thanks very much!