If you still are using Windows XP, there are not a lot of tutorials around now days. This video will run you through the Backup and Restore Wizard in Windows XP. After watching this you will know everything there is to know.
Of course the Backup and Restore Wizard is different for Windows Vista and Windows Seven but it all started with Windows XP.
There are so many other backup storage options today, which means that the Windows backup and restore wizard is not the only choice for you.