I really like this game (Limbo)

Couldn't find the save from the game(steam license). In an Internet found that is stored in the folder where you installed the game, but there is no folder Player_swarm, it is also possible to C:\Users\Имя User\AppData\Roamin, there is even no folder with the name of the game, My Documents is not found. Does anyone know where can be save or is it a bug with the license?