I'll expand a bit on this:
When Pokemon Reborn launches it basically fetches the folder "C:\Users\<username>\Saved Games\Pokemon Reborn" and attempts to open the file "Game.rxdata". If there's one, it just opens it and loads your saved game from it. If there's not one, it gives the option of creating a new game. Basically, the game will treat the file called "Game.rxdata" as the savefile, so what you need to do is keep your save files in separate folders and whenever you want to play a specific save file, copy it to the folder "C:\Users\<username>\Saved Games\Pokemon Reborn" and call it "Game.rxdata".The same way, whenever you finish playing, you need to take the save file back to the external folder or it will be replaced when you try to play a different file.
As this process of copying files around is quite tedious, you can try to automatize it with different mechanisms such as batch stripts or a program. The save file manager is just a simple program I wrote that automatizes all this process of copying around files.
Hope it helps