In case you are worried your game's progress data is not transferred to Steam's cloud system correctly and would like to create a backup of your save files - here is where they are located by default:

*C:\Program Files (x86)\Steam\userdata\**\239140\remote\out\profiles\

*C:\Program Files (x86)\Steam\userdata\**\239140\remote\out\save\save_coop_0.sav

*C:\Program Files (x86)\Steam\userdata\**\239140\remote\out\save\save_btz_0.sav

* C:\Program Files (x86) is Steam's default location, but you may find the Steam file elsewhere, depending on your choice during Steam's installation process

** the numbers here will differ for each profile/user

See also: How do I know if Steam Cloud sync works?