Watch My Domains v3 saves the documents as projects. You can save the entire data to different projects and load them again using the "Project > Save" and "Project > Open" menu options.
Each project consists of multiple files. So the software creates a directory for each one. You can specify a data store path which will become the root directory where all projects are stored.

It is best if you set the data store path just once. If you keep changing the data store path the software will end up creating projects at multiple locations and you will not be able to open the projects easily.
By default the data store path is "My Documents/Watch My Domains Pro v3/"
So simply backup the above location (or wherever you have set the data store path to) whenever you want to archive your data.
The Output ribbon tab has options for copying the data to the clipboard or to files on disk. Options for copying to the clipboard are also available by right clicking within the domain data table.
The output ribbon tab lists several options for exporting the data from the domain table. You can also print the domain table. Make sure that you adjust the column widths properly before printing (use the print preview while adjusting the column widths).