Win32:Add choice of save location

part of #7017
oop
Forget update g_Config.memStickDirectory
oop
No need this installedtxtPath
No need these include
Add a result != S_OK check
Simplify
oop
Use File::CreateEmptyFile
Fix "Save in My Documents " bug
Delete one more "File::Delete"
delete useless
delete one more
Add prompt a text box
Remove a blank line
Forget else
"PPSSPP save path" should be better
These variable is WIN 32 only
Make a search folder instead of text box