Have you tried doing a search? Simply start typing either the name of the game or perhaps the company that has distributed the game - in this case Pendulo. Or as Geo suggested look in Documents. There are some older threads at GB which suggest you should search under Pendulo.
I also found a reference that says, Pendulo puts the Saved games in the hidden files Program Data folder in Vista and Windows 7, so it's possible that's where they are in Windows 8 too. From the desktop side, open up your C: drive and click on View at the top and put a checkmark next to Hidden Items.
Gardening is better than therapy. Plus you get tomatoes.