Look in \Users\your user name\ folder. See a Saved Games folder there? Anything inside from Black Sea Studios or Knights Of Honor?
You can also click on your User Name on the Start Menu right side panel.
If not it's probably in the hidden \Users\your user name\App Data\ folder.
In the Start Menu type show hidden into the Search Bar at the bottom
Choose Show Hidden Files and Folders in the Control Panel section. Check the Show radio button and Apply.
Then click on your User Name on the Start Menu right side panel.
Do you see a new semi transparent folder called AppData?
Look through there for something to do with either Black Sea Studios or Knights Of Honor.