For the Steam version, save data is created in the following folders:

Save Data Folder

Full Version:

C:\Users\(User Name)\AppData\Local\KoeiTecmo\DW3CE_RE\Saved

Demo Version:

C:\Users\(User Name)\AppData\Local\KoeiTecmo\DW3CE_RE_Demo\Saved

* These are the default save locations.

* If you wish to delete save data, please make sure to turn off Steam Cloud.