How to use game saves on Dolphin 2.0?

[StateOfMind]

Ok so in the Emuforums for Dolphin, there's a thread called Post Your Game Saves Here. And someone put up a link to a website with a bunch of popular game files, and it says to put the file in the Data folder on Dolphin, but the Dolphin 2.0 download doesn't have a data file. So how can I use the file?