The easiest method is to right-click the game in your Dolphin library and select Open Save Directory . Alternatively, you can use the menu to "Import Wii Save" if your file is in a compatible Saving Your Progress
For Sengoku Basara 3: Utage (Japan) or Samurai Heroes (EU/US), you are looking for a specific 4-character .
the game and select "Open Wii Save Folder" to see where the emulator stores its data.
Nintendo Wii (Emulated via Dolphin) Game Region: NTSC-J (Japan) / NTSC-U (English Patched) / PAL (Europe)
Inside the 00010000 folder, you will see folders named by Game ID: