Here is a simple guide on how to find the saved games folder locations.
Note: Ultimate ADOM is now fully released on Steam along with Massive Content Update on Aug 25!
Where is the saved games folder located?
E:\Documents\Team ADOM\Ultimate ADOM\CavernsOfChaos\Steam\SavedGames
For you, replace “E:\Documents” with your “My Documents” folder location.
You will find .uas and .bak files inside there.
(.uas probably stands for Ultimate Adom Save)
If you want to “save scum” then just copy these files and paste them in a new folder in order to backup them.