First, Ys 3 is not available on this site, and I think the only legal PC version is some obscure Japanese collection of Ys 1-5 (which emulates the PC-88 version). (Oath in Felghanna is actually a different game. It is commonly called a remake, but the gameplay is quite different due to the third dimension, plus the areas are (for the most part) bigger.)

Second, for modern games, saves are generally stored in your home directory. In my WINE installation, the location (expressed as a Windows path) is under :
C:\users\$USERNAME\Application Data\FALCOM\

(Note that you should replace $USERNAME by your actual username and that, I believe,
Application Data is hidden by default, so you need to enable the option to show hidden files.)

NOOOOOOOOOOooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo ooooooooooooooooooooooooooooooooooooooooooooooo. I lost my game save :(

Thanks for explaining that.