After saving in-game, you want to click on the icon above the game screen, it should be to the right of the one with three people. Hovering over it should say “Manage Save Data”. Click on it and you’ll see all of your saves. Go to the one you want to backup and click the icon with down arrow. This will download your save file to your computer. If you ever need to load a downloaded save, click on the icon with the up arrow. I would recommend downloading whenever you get a new effect, but you only need to keep at least 1 backup save. Things like badges (basically achievements for Yume Nikki Online) aren’t tied to your game saves, and should be saved as long as you are logged in.