When the cart is connected to the computer it acts like a USB drive. You can copy the files with windows explorer or 'my computer', or you can select the save file in the U-disk program and click 'read'. The .0 file is your main in-game save. The .1 and .2 files are only used if you press select in the G6 menu and copy your main save to one of those files.
I already said this, but it's important so I'll repeat it: Always go back to the G6 menu and let it process the save data before backing up or restoring save files. If you don't, the file you back up may not be the most recent save, or a save file you are copying back to the cart may be overwritten.
Deleting a game with the U-disk program deletes the saves as well, so back them up first.