Hello,
It says that the game was created with "Ren'Py". Ren'Py game saves on Windows are located here: C:\Users\xxx\AppData\Roaming\RenPy
xxx is your Windows username.
To avoid losing your progress, you must save the Ren'Py folder located here: C:\Users\xxx\AppData\Roaming\RenPy to your USB drive.
After reinstalling Windows, you will need to copy the save file from your USB drive to this location: C:\Users\xxx\AppData\Roaming\RenPy