There are two parts to your question you can figure out separately, then just put them together.
First, you want to have a loop that looks at different filenames which only differ by an integer. You can do this by incrementing the integer in a for loop and using String.format() to make your path:
for (int n = 1; n <= 4; n++) {
String filePath = String.format("/saves/save%d.sav", n);
// ....
}
Once you have each filePath in this loop (set the range of integers how you like), you just need to check if it exists (which is explained here) and if not, create it:
for (int n = 1; n <= 4; n++) {
String filePath = String.format("/saves/save%d.sav", n);
File checkFile = new File(filePath);
if (!checkFile.exists()) {
try {
checkFile.createNewFile();
// If you want to write content to the file, do it here...
} catch (IOException e) {
e.printStackTrace();
}
}
}