After they're installed, all the screensavers are stored in the
C:\Windows\System32\, which means you should find them in that place. To access the list with the screensavers, simply go to Start and type screensavers, then the Screensavers menu will appear. You can select the one you need from that list as well as preview it.
After some extensive searching, I've found out that the installation path is this one:
C:\Users\YOUR_USERNAME\G&P Software\Dali Screensaver Lite
Note: If you have to replace YOUR_USERNAME with your actual username.