Might not help because I save differently but...
If using local storage game files are in (main disk)/user/(username)/appdata/local/(yourgamesname.)
I'm not sure if a savestate is also there I always use local storage for saving/loading.
Ok now in steamworks.
Setting up this way in root paths for windows:
subdirectory:(gamename)/Local storage <---This changed in the latest NW.js to a different folder position but still in this area so will need editing slightly)
for the mac versions just do the same but set root to MacAppSupport and OS obviously to OSX.