Steam tracks everything by a numerical ID, each steam user has one and each application has it's own ID as well.
There is no easy way to find out what your personal ID number is other than to browse the Steam Application Folder and looking under "userdata".
Application IDs are easier to determine, from the Steam store (e.g. "http://store.steampowered.com/app/458510/", 458510 is the application ID) or by examing the Steam shortcuts on your desktop (or in a folder).
By default this is on the system drive under "Program Files". On 64-bit versions of Windows this will be "Program Files (x86)" instead.
By default, the Steam library location is the same as the application, but it can be moved or changed.
Games that use Steam or Steam Cloud to save data do so within a folder in the Steam Application Location called "user data".
The structure is as follows:
.\userdata\<Steam User ID>\<Steam App ID>\
You may find a file called "remotecache.vdf" in a given application ID folder.
There will also be a sub-folder called "remote" which contains the actual save data. This may or may not contain additional sub-folders as well.
There are additional user configuration folders as well:
.\userdata\<Steam User ID>\config .\userdata\<Steam User ID>\ugc .\userdata\<Steam User ID>\ugcmsgcache