I never saw Vista, Win7, or Win8, I'm a luddite chugging along with XP while still pining for MSDOS 6.
However, all versions of Windows I've tried have a search feature in the files window (used to be called File Manager before Win95, after that it was Windows Explorer - not to be confused with Internet Explorer it's amazing that people get paid to come up with idiotic stuff like that - but I don't know what windows 7 or 8 call it) so you click on SEARCH then type in the word savegames and it should come up with the location.