Most of the time the saves are put into the C:/users/<profile>/documents/ folder somewhere, where <profile> is your windows username, this is done so different windows users can have different save profiles.
When the game is uninstalled usually it asks if you want to remove saves/extra data, it's referring to this saved data outside of the main installation directory.
If you want to be ultra-sure you're not going to lose anything, locate the save game files and make a copy of them somewhere else, this is what I do when uninstalling. That way if the uninstaller deletes the saves without asking, or you have to format your PC for whatever reason, then you have backups.
It's worth noting that this is common behaviour, but not all games work this way, especially older ones. Some older games, and "badly" written ones sometimes put save games inside the installation directory. The good thing is save game files are usually really easy to spot.