The ICO multiplayer profile is saved to your steam profile, but the local profile for single player and LAN is based on the local computer. Still you shouldn't have that problem if you have separate user profiles in Windows.
Your save games are located in the "My Documents" "My Games" "Ironclad Games" "Sins of a Solar Empire Rebellion" folder. Copy the save files and send them to your other computer, then put them in the same folder on that machine and it should be able to use it.