Yes first you must play the game to have it create the file structure. Then once your progress is saved you can exit the game and replace the save file. Steam is not bothered with save files (and in this game they don't even use Steam Cloud) so that won't be an issue at all. It's not like you have downloaded pirated DLC.

Just Cause 4 is complete chaos--but this time instead of CAUSING the chaos, you're AFFECTED by the chaos. Even though the gameplay is theoretically pretty much the same, Just Cause 4 felt so much different to me than 3. I couldn't get enough of 3. This one I uninstalled after about 15 minutes. Anyone else have this experience?
Now, navigate to the Just Cause 2 directory and delete the main.ncf file. When you start Steam again, you will have to install Just Cause 2. Solution 10. Switch to windowed mode. Running the game in windowed mode is another workaround for fixing the crashing issue in Just Cause 2. Many users have confirmed that this method fixed the problem for
Disabling the Steam Cloud save option does not seem to be the solution either. Nor does running it as Administartor. I have done both and replayed through the first "chapter" and it will not save progress.
It's located in Documents/Square Enix/Just Cause 3 folder, just copy the entire folder some where safe. As for fixing your game right now, the only thing you could try is restart your PC and see if the save is seen the next time you start JC3. Other than that I have backups of my saves from different places as I progressed.
Inside the archive you can find 58 save-files with different progress. Everything is 100% completed! Reuploaded (without password) + three new saves. archive with password. Random Save. Men of War: Red Tide. On this page you can download saves for Just Cause 4 (PC).
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    • just cause 4 not saving