Lightroom Classic saves your original images wherever you tell it to save them. This is specified in the Destination Panel of the Import dialog box, near the bottom of the right side panel.
You back up your photo files the same way you back up any files. Ideally, this is automated backups (no human intervention needed) at some regular interval (weekly, daily, etc.). You also need to make regular and automated backups of your catalog file, and your presets (if any).