Do these files hide?

The player can find the save data that is created which contains all their information, because the player can find the file they can delete it which they shouldn’t be allowed to do. When the game is published to steam are these files hidden or do i have to hide it myself somehow?

Gif:

You can’t hide files from a player who is determined to delete them. Though, in a release build that Saved/ folder will be located in AppData/Local/GameName/, so it may be a little less obvious where it is.

If you don’t want players to delete save data, you can instead save it online.
Easy to make solution for indies in low budget:

Add Gamesparks plugin to your game.
Build a server-side save structure on Gamesparks control panel.
On client-side get unique hardware ID + player name and use it to register player account and/or automatically login to Gamesparks.
Save a local copy of data. For when player is offline.
Whenever player goes online download the data saved from Gamesparks again.