That game doesn't keep my save in any file I've played 3-4 hour but...
Did you initiate a save? Do you know how to initiate a save?
Press <ESC> arrow down to save, choose slot and press <ENTER>
The save files are kept in the same directory as the Game.exe file , there is an autosave which happens after a certain number of actions, but do not rely on it for regular gameplay, save early and save often, remember that you only have a certain number of save slots and that later in the game you may need slots as a state branching system has been introduced in the latest Version 0.1x
Further questions, just ask
The Walkthrough and Guide in the Extras section of the OP will help you through the game if you get stuck.
You can use the Change Logs as a road map, complete all scenes in each Version before tackling the next Version.
Cheers
Likes, as always are appreciated.