All Simutrans games are stored in the same folder/directory, so I'm not quite sure what you mean.
Simutrans does not have support for confirmation dialogs. In most cases, they are difficult to do right.
There are many ways to lose your Simutrans save games. I therefore suggest a solution that helps solve all of them: regularly take backup of all your files. There are two kinds of people: those who have lost data, and those that are going to.