Switching to Windows 11 and old saved e-mails

I want to download and install Windows 11 but I have allot of saved emails in eMclient. Will I lose those when I do the update? They are vital to me. Thanks

The best option is to make a backup using Menu > Backup. You can monitor the progress in Menu > Operations.

Keep the zip file somewhere safe.

Do the OS switch.

Install eM Client and restore the backup using Menu > File > Restore.

I went to backup and did that but I do not get a zip file to save.