You will have to install Kies if you want to take a backup of your phone. To do this, first download Kies and install it then connect the phone. Make sure to turn on USB debugging from the Developer options in Settings menu.
Connect the phone and wait for Windows to install the drivers. Start Kies, click on your phone's name then select the Backup/Restore tab. Select the items you want to backup and start the operation. To find more about this, visit the Samsung Support.