You can make backups of your local data if you desire. This can be done from the Repository menu, then by going to the Local Data menu option, then selecting Export.
To restore your exported data, you can choose the Import menu option.
In order to manually backup your data, you can choose the Open Data Folder menu option. this will open the folder where Club Manager stores all of it's data.
Please note that you do not need to backup your data unless you do not publish your events to the repository.