No problem at all. If you stop after the "apps" part, then you can see the folders of all the games you download from itch.io.
Have you tried opening the game from the windows (file) explorer? The temporary files message doesn't appear when I open the game this way and both the manual and autosave files are there.
Computer\Users\(Your Name)\ AppData\Roaming\itch\apps\epic-battle-fantasy-4\EBF4 DRM-free