In my directory C:\Users\phemeleers\Documents\emclient I have a lof of files. Does are filling up my disk. Do I have to keep them or will the latest one contain the previous? Can I delete the oldest ones?

Each backup is a snapshot of the database. They do not contain the previous backups.

If you find that the automatic backup is taking up too much space, you can go to Menu > Tools > Settings > General > Backup and specify how many of the past backups to keep. At the next backup it will delete any extras, or you can just delete them yourself.