A course can be saved with some or all of its parts by using the course backup. Typically, the site administrator will set a schedule of automated course backups for the whole site. A teacher can create a backup or download an existing backup for safekeeping, or for use on another Moodle site.
The backup file that you obtain is similar to a .zip archive file and is a way to save the information from an entire course - including student data - in one compressed package.
If you want to import files and activities from one course to another, without including most student data, you can opt for the Import option instead.
The final screen that appears is for managing your backup files. The Course backup area will show all the backup files for the course, which you can download and save to your local machine or to One Drive (or any other storage place).
You can use the backup file to restore a course to a previous version of it or to populate a new empty course to include student data.