You should use File > Backup File as your backup option but there is another way if you have problems with the backup.
Plug a memory stick into your computer.
Open Legacy and click on File > Save Family File As....
Change the location where the family file will be saved to your memory stick.
Give your family file a name and click Save.
An exact duplicate of your family file will be save to the memory stick.
Browse into the memory stick and right-click on the family file you just saved there.
From the popup menu select Send To > Compressed (zipped) folder.
Safely remove your memory stick, which will now have both a family file (.fdb file) and a zipped backup copy of the same.
Please visit https://support.microsoft.com/en-us/windows/zip-and-unzip-files-8d28fa72-f2f9-712f-67df-f80cf89fd4e5#1TC=windows-7 for steps on how to unzip.