RenPy is curious in that saves are held in a RenPy folder instead. This folder should be in AppData, which will likely require you to turn on visibility for hidden folders in file explorer. My path was this:
C:\Users\[my username]\AppData\Roaming\RenPy\MonGirl-1496073722
Yours may differ, I'm not sure, but this is the folder I have for MGD. All the saves are in this folder, along with some file named "persistent" that I'm not quite sure what that does but I'm guessing it's global.