Hello,
 The file that you want to back up is the .pst file. You will probablly
find a few on your pc but you will want to back up the largest of the .pst
files you find. Hope this helps

The file you need to back up is your Personal Folders file (*.pst) It's
where all the mail, calendar, contacts etc are stored.

Take a look at these pages for info on Outlook data backup:
http://www.slipstick.com/config/backup.htm
http://www.howto-outlook.com/Howto/backupandrestore.htm