Yes, you didn't ask for help, you asked a question, which I am answering.
When you click on File, Back Up, The program will Back Up your entire Family File.
When you do the Back Up, the program will ask YOU where you want to Back Up your file to. You can back up your file to your C Drive, your External Drive, or a CD-ROM Drive. You will need to tell the program which drive you want the back up to be saved to. You would need to know the Drive Letter for your External Drive, if that is your choice, or your CD-ROM Drive, if that is where you want to save your file to. If you do choose the CD-ROM Drive, you will need a blank CD to put into that drive.