I had to play on a different computer for a few days and now, after copying my save to my usual computer, all the challenges that I had found are all gone and I have to find them again. So obviously they aren't saved in the game's save folder, does anyone know where they are ?
While the web version is online, the gog version is completely offline. If you are using the gog version, search for a file called "retos.bin". It should be in the "appdata/roming/unepic" folder and paste it in the analog folder in the new computer.
If you are however using the web version, just follow Geralt_of_Rivia's instructions.