Save files and game files are separate. Delete the game files, the save files stay. Don't however, delete the save files, as they will not stay.
If I recall, save files for RenPy in windows are in %APPDATA%/roaming/RenPy/.
On Linux its the hidden folder '.renpy' in the home directory
TIP
If you wish to move your RenPy save file folder somewhere, you can create a symbolic link in roaming ( works for linux and windows ) that points to your actual RemPy save file.