On Windows, your Cities: Skylines game saves can be found within the following folder: %LocalAppData%\Colossal Order\Cities_Skylines\Saves
Find out where you can find your save game files on your operating system below.
If you want to delete your Cities: Skylines saves, back them up, transfer them to a new PC, share them with your friends, or use them for some other purpose, you obviously need to know where they're located.