You will find most of the data under C:\Users\<username>\Documents\My Digital Editions
If you back that up (and its subdirectories) and restore it to the new Windows installation, you should get everything back as it was before.
The annotations are under C:\Users\<username>\Documents\My Digital Editions\Annotations
If at all possible, backup your entire drive before reformat/reinstall;
there may well be other things you wished you had backed up and don't think of till too late.