If the folder is empty, you have never saved a character. Start a new game, kill a Fallen, save, quit, and refresh the folder.
Simply copy the .sv or .drv files to a USB drive or a cloud storage folder (like Dropbox or Google Drive). To restore them, paste them back into the folder you took them from. diablo 1 save file location
Are you trying to between two different versions? If the folder is empty, you have never saved a character