From EndNote choose File > Save a Copy. Then navigate to where you want to save the copy. EndNote will save your library and other related files into a folder.
You can sync your EndNote 21 desktop library with EndNote online which you can access from any computer with an internet connection. Note that if you have a large library it may take some time to sync
In EndNote choose Library -> Sync. You can also choose Sync Status from the left menu.
You may be asked if you want to create a compressed library as a backup and if you don't have an EndNote online account, you can set up one now. Note that you will need X8 or later to be able to set up an online account.