Oct 7, 2016, 10:56 PM
I'd check your documents to see if there's an RCT3 folder there. I too have the Steam version and my files are in two directories: the first being in C: > Program Files x86 > Steam > Steamapps > RCT3 > etc. and the latter being in: My Computer > My Documents > RCT3 > etc.
Team CoasterTech