Saves are located in your Documents folder, under Paradox\HOI3\tfh\saves. Note the tfh sub-folder, because the base game has its own \saves folder, which is probably empty in your case. Mods will have their own sub-folders within the \tfh sub-folder to store saved games.
As for the previous topic about garrison units, MIL makes a reasonably cheap generic defense unit, which the AI will give the same consideration to as a regular INF unit, so it's usually enough to prevent the AI from launching an amphibious assault on your port. If the AI does decide to attack anyway, in spite of the garrison, MIL are significantly less effective on Defense than GAR, so 2xGAR has about the same ability to hold against an attack as 3xMIL, and are cheaper in terms of IC. The 3xMIL will still use less Leadership than the 2xGAR, but the GAR will use less Manpower in that case. If 2xMIL is sufficient, then MIL is clearly cheaper. GAR is also better for holding occupied non-core territory, since it has a Suppression value, and MIL does not, but GAR is too slow to go chasing after Partisans, so you need to support them with at least one reasonably mobile unit in the general neighborhood. MIL and GAR both have their uses, but there's more to consider than simply cost. My own preference is to use MIL in regions with bad infrastructure, and GAR in major ports and critical high-value and VP cities, as well as to ease supply constraints by reducing Revolt Risk in occupied bottleneck areas. I normally assign several GAR to a Corps, and then add either MIL or INF to the HQ to chase down partisans.