First off, just because it's in the Lemmings folder doesn't mean that it's instantly tied to your user account. Lemmings for Windows is a mind-shockingly old piece of software, made WAY before multiple users accounts as we know them.
If I recall correctly, the profiles are kept in C:\Program Files\Winlemm as usrxxxxx.db files (xxxxx being a number based on the order in which they were created)
I dunno a thing about the format though, so if you're looking to hack them or something, you'll either have to give up or figure it out yourself.