Yes, the data files the wallet generates are in %appdata%\omicron (full path, given C: is your windows drive and english the system language, C:\users\\appdata\roaming\omicron). You might have to change the options of the windows explorer to show those folders (View > Options > View > Advanced Settings > 'Hidden Files and Folders' > Mark 'Show hidden files, folders and drives' )

PS: Btw some security hint: while you're already in the options you might want to unhook 'Hide extensions of known file types' slightly down the list. It helps not to distractedly double click that email attachment or downloaded trojan if you see the file as the real, for example, invoice.pdf.exe or roadmap.doc.exe rather than just invoice.pdf and roadmap.doc. While there are more sophisticated infection methods, especially unpatched systems, still most of this ransomware & Co stuff manages to gets on the computers with the help of this small pre-set convenience option.