You can use the "Export" button in the save file selection window to save them to an arbitrary location.

If you just want to copy the entire folder you can find it at
C:\Users\<userprofile>\AppData\LocalLow\Keiwan Donyagard\Evolution
or if you use a Mac
~/Library/Application Support/Keiwan Donyagard/Evolution

There should be two folders there: "EvolutionSaves" and "CreatureSaves"