Steam has a good page on how to find your Cloud Save so I will provide that link here: How to find your cloud save folder

The folder number for Darkest Dungeon is 262060. Within this folder the different saves will be in sub-folders named profile_0, profile_1, and so on. You can create a backup by simply making a copy and saving it on your desktop.

Making changes to your local Cloud-save will make it out of sync with the actual cloud save so you will get a message asking to upload your local file to the cloud which will be required if you made changes locally.

Remember mods will absolutely be broken with the CoM release. I will work to update and make it compatible within the week.