Re: Dragon Age Origins Retail PC version upgrade to Steam Ultimate Edition
Saves are stored in their own folder(s) under your user profile.
For a default install, (regardless of mechanism or Windows version) this will be "C:\users\<username>\<user's documents>\BioWare\Dragon Age\characters".
Make a back-up copy of that folder, do a complete uninstall of the current game, then install the UE from scratch. If you selected the "Keep my saves" option during the uninstall, everything should still be there. But you made the back-up "just in case..." ( Mine is 1.65GB, and that's just the characters and saves since switching to Win8 about a year ago.)
NOTE: If you have any mods installed you'll have to deal with them just like your saves. But if they were ".dazip" files, (like all the DLC are) you'll have to move them to the new "\addins" folder location under "\Program Files", instead of under your user profile where they would go for all other versions of the game.
(BTW: I actually recommend the retail disc install of the UE over the Steam one, but that's probably just my dislike for Steam. And personally, I've gone to the EA/Origin digital download of all my BioWare games even though I own the discs.)