Not for the Unity version.
There is no such folder.
This game uses the registry for saves (I know, totally fucked up!).
All you have to do is download the registry file, double click on it and (after Windows has shat a brick and thrown warnings at you, which you'll need to accept) that's it. It takes save number 1 in the list.
The idea of downloading a registry file from some random forum and running it should send shivers down your spine, but the current one seems legit (I've certainly run it) and only seems to modify the game's specific registry hive. Up to you, of course....