, the game will have to have generated (the kind of randomly named) folder. Also the location will usually be hidden so you'll have to unhide it or search for %appdata% to get to it.
Also note that if your like me and clean temporary files a lot it'll probably get deleted when you do.
You have to at least make a savefile of your own by at least beating the first boss and save in-game, then you can replace the savefile through
C:\Users\Username\AppData\Roaming\Macromedia\Flash Player\#SharedObjects\(random number)\localhost\(game directory folder from root)