AceHypes: So the save files wouldn't be stored in the same place as the game files?
That might be the case for a few very old games, but generally no.
On Windows, save files typically get dumped somewhere under the AppData folder, which is hidden by default. It could be under the Roaming folder there, or Local, or LocalLow. And under there, you could have a folder named after the publisher, the developer, or the game title.
Unless the My Documents folder is used instead. There could be a folder directly under there, or under the My Games folder instead.
A handful of games instead use the Saved Games folder under your Windows user folder, like they're supposed to. This folder has existed since Windows Vista but for who knows what reason, most developers don't touch it.
And that's why you need to look up where the saves are for each game, because they could be in any number of places.
AceHypes: If I downloaded games on GOG Galaxy how would I go about making a hard offline save as opposed to cloud saves?
I just meant you should keep regular backups of your saves, just in case. GOG Galaxy uploads saves on game exit, and downloads saves on game start (if the local save is older). But the servers might be unreachable, so you shouldn't treat cloud saves as a reliable backup. Also, there's only one copy of the saves on the server. If there's anything wrong with the local save (file is corrupt or you're in an unwinnable situation in the game), that would get uploaded to the cloud with no way back.
If you don't want cloud saves for a particular game, click the "More" button next to Play, then choose Manage Installation, then Configure. On the Features tab, you can disable cloud saves.
If you don't want cloud saves for any games, click the cogwheel in the top left, then choose Settings. In the Game Features section, you can disable cloud saves.