Where can I find the Story Mode save files on PC?

Solution 1:

You can simply create the folder where you need it, and place the files there.
To be certain, the default folder can be found at

C:\Users\%USERNAME%\Documents\Rockstar Games\GTA V\Profiles

The suggestion made by Иво Недев - to start a new game and see where those files are saved - ensures you have the right folder.

And for completion's sake, in case you're playing through Steam, the files can be found in

C:\ProgramData\Socialclub\<YOUR_SOCIAL_ID>\<NUMBER>

To ascertain yourself that you are in the right location, you can apparently find the files cfg.dat and pc_settings.bin in that same folder.