Do these go in the game folder saves or in the %appdata% saves?
they go in both.
That's how renpy works.
If you load a game, it first takes the ones in your game folder(priority)
If there isn't any savegame in that spot in your game save folder, then the game looks for a savegame in appdata.
If both locations are empty, the savegame will remain empty.
Once you save a game, it will be saved in both locations.
(so if you want to delete a savegame, you have to delete it twice - once in each location)
IMPORT A GAME - you can put it into game folder or appdata folder - nearly no difference.
Just take care that if you put it in appdata, that there is no such filename in game - this will load the one in game folder (priority)
If you want to import it correctly, you should put the provided savegame in BOTH folders. (only in game folder works fine too)