missing tly file

I have been attempting to create a backup file in order to put it on second computer.  At least 7 times I have created backup files and no tly file is in any of the backups.  As suggested on this site, I have let the backup procedure run for hours after I get the indication the backup file is completed to insure there is enough time to add the tly file.  The tly file never is added.  How do I get the tly file to be part of the backup?