Step 1: OPEN THE FOLDER THAT CONTAINS YOUR GAME FILES

THIS SHOULD BE THE DEFAULT PATH: 

C:\Program Files\Steam\steamapps\common\Dark Messiah Might and Magic Single Player

Step 2: DRAG THE "CUSTOM" FOLDER INTO THE DIRECTORY

Step 3: GO TO THE "mm" FOLDER AND COPY ALL YOUR SAVE FILES TO THE NEW "SAVE" FOLDER IN THE "custom" FOLDER.

Step 4: That's pretty much it.