You have choices in what to back up to, and how to back up.
External hard drives are cheap these days and plug in to a usb port. They very often come with their own back up software that automatically backs up your files, or you can choose to do it manually.
You could also back up to the 'cloud'. This means your files and saved in cyberspace and can be accessed from any device that is connected to the internet if you can remember your log in details. There are many cloud services including google drive, microsoft's one drive, dropbox. Photobucket is also a cloud service that stores your photos for free.
Some people back up to dvds but that is very clunky these days, you need a lot of dvds and good organisational skills.
ukbod recommends usb sticks which are cheap, easy to use and highly portable.
Personally I back up to an external hard drive and for many things, the cloud. All my photos, ebooks, music are in the cloud as well as on my external hard drive.
My external hard drive is a Network Access Storage. It sounds complicated but is simply a very large hard drive connected to my router by ethernet cable, not my pc. Everything is automatically backed up to it from all my devices, including my tablet and smartphone, over wifi.