You don't "open" a saved game.
It's not an installer.
You copy it to the game's saved game folder, then open the game to access the save.
Someone else will have to tell you exactly where the saved game folder for RoonSehv is. It's probably in a subfolder of
C:\Users\
your-username\AppData
but it may be buried within the name of the developer and the name of the game or the name of the game engine. Someone who has the game installed will have to tell you where to look.
EDIT...
According to this
http://roonsehv.blogspot.com/
In order to operate the save system (which is dependent on the game directory), you cannot change the destination directory, the game will be installed in the following directory: C:\UDK\RoonSehv
Once installed, a new icon on your desktop! Have fun!
Edit: if you have a problem, with file miss or error after start the game, please install this redist file here: C:/UDK/RoonSehv/Binaries/Redist/UE3Redist.exe
For update your direct-X 9.0c and Visual Basic 2010
So saves may also be in a subfolder of
C:\UDK\RoonSehv\
Downloaded the v3 saved file to desktop
Where did you download it from?
Did it come with any instructions?
If you already have a saved game for RoohSehv which you made yourself, try doing a search for the name of the save file, making sure to include hidden files and folders in your search. If the search finds more locations than the one with the newly downloaded save, that may be the saved game folder.
EDIT AGAIN...
I can't find any downloads for a RoonSehv v3 save file.
All I can find are downloads for v3 of the entire RoonSehv game.
Where did you download this save from?