You were able to find the save folder, and inside there were some files ending in .rpgsave? Such as file1.rpgsave. Because that means you have created a save file successfully.
What happens when you say you can't save? When you load up the game again, do you get to choose which save file to load (manual or quick), or are you forced to sit through the entire introduction again?
Note: if you really can't save your data MAKE SURE YOU HAVE UNZIPPED THE TAILOR TALES ZIP FILE, AS YOU CANNOT SAVE WHEN IT IS NOT UNZIPPED.