Cities Skylines default user settings directory: C:\Users\YOURNAME\AppData\Local\Colossal Order\Cities_Skylines\
Game settings and savegame files are located in that directory. Obviously you need to replace "YOURNAME" with your actual windows user name.
Please note that because colossal order dir has space character (sigh), you need to use quotes on the dir name if you are copying / backup creating from a dos cmd box command line.
Like this: "C:\Users\YOURNAME\AppData\Local\Colossal Order\Cities_Skylines\"