Here is a simple tutorial on how to Transfer Demo Saves to Full Game.
Locating the Demo Save Folder
A shortcut for this is right clicking the game in your steam library selecting:
Manage > Browse local files
It will be located in the folder obviously labelled Saves.
C:\Program Files (x86)\Steam\steamapps\common\Patron Demo\Saves
Now copy paste or copy cut the saves you want to transfer
You need both the .bmp and .sgs files.
Locating the Patron Save Folder
It will also be located in the folder obviously labelled Saves.
C:\Program Files (x86)\Steam\steamapps\common\Patron\Saves
Paste the .bmp and .sgs files into it and it should work fine.