What version of windows are you using? 

If its giving you an address then its making a wallet.dat file which should be in the directory that I gave previously. If you close the DigiByte wallet, copy the .dat file to that directory, reopen the digibyte wallet you backup address should be there.

If you don't see the .dat file in that directory my only guess would be your version of windows is old and storing it somewhere else, but thats just a guess. I'm much more a linux expert then windows.