RetroPie - on the Pi models - doesn't use the desktop at all and it runs as a dedicated application (EmulationStation) from the console. If you want to use your Pi4 as a desktop enabled computer, perhaps it would be better to use Raspberry Pi OS and install the same emulators that RetroPie uses and run them standalone.
You can start RetroPie from the desktop environment, but it's not a supported configuration and not something we recommend.

https://retropie.org.uk/forum/topic/2/forum-rules

Just a friendly heads up :)

EDIT

Herb beat me

Hi @area877 ,

If you are playing the old Kings Quest IV dos game (the one with the type in prompt at the bottom of the screen that looks like ">"), type save. It will ask you the location, just press enter and then it will ask you to select a directory to store your saves. When you restart, start a game and then type load and the same screen will appear.

Si