For XP/Vista users goto the Start Menu and click Run.... then type in %appdata% with the % signs. Then click 2K Sports, then NBA 2K14. That is your saves folder.
For Windows 7 users you can type %appdata% in your Start Menu's search bar and press enter. It will take you to your Roaming folder and then you can click 2K Sports and NBA 2K14.
I recommend right clicking the saves folder, selecting send to... desktop (shortcut) so you can easily access the saves folder in the future. You can obviously put that shortcut wherever you want after you create it.