The following steps mention about generating backup of email, celenders and contacts from local email client.
Select File > Open & Export > Import/Export.
Select Export to a file, and then select Next.
Select Outlook Data File (.pst), and select Next
Select the mail folder you want to back up and select Next.
Choose a location and name for your backup file, and then select Finish.
If need to secure the PST file, you can enter a password and make it protected.