KueBlue is right, although I'd like to put it more politely
Yes, this is possible.
Depending on what data you want to backup and for what purpose, you have to have the proper hardware and software to do so.
You'll find many threads in the various subsections of this forum that'll be helpful to you in this respect. For that reason I would suugest reading through the forum, use the search and feel free to ask your question when you can specify it a bit more.