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You press the windows key and type %appdata% there you should find a folder with the game's name, and inside it a file named "Game.rxdata", that's your save.

About avoiding it, there isn't really something you can do, it was just bad luck, all I can really suggest you to do is to keep a backup of your save, in case it gets corrupted again.

It worked thanks now I can continue playing my first Pokemon game