You can save through either Steam Cloud or GOG Galaxy.
Saving your game is important unless you want to lose all of your progress.
In this guide, we will take you through how to find the Chained Echoes save data location. Players take on the role of a young warrior and travel the world of Chained Echoes, encountering a variety of monsters and NPCs, and engaging in a variety of missions. Chained Echoes is an exciting role-playing game that immerses the player in a dynamic world of exploration, adventure, and strategic combat.