It is a good practice to make a backup copy of the important data on your computer. One way to make this easier is to organize your data in subfolders within a main folder such as My Documents. Then when you backup My Documents, you can include everything it contains. Keep Up follows this advice. When you create a new database, it defaults to a folder named My KeepUp that is located within My Documents. (It is not a good practice to simply save everything in My Documents without creating special-purpose folders.)
In my job, I see examples on a weekly basis where users have had a mishap and have lost their data or it has become corrupt and will not open. Mishaps range from crashed hard drives, to power outages, to user carelessness. Usually in these cases there is no backup, and the data is simply lost. If the data you create is important to you, you should develop a routine to periodically back it up. The method you choose depends on your level of expertise and the type of data you have.
This topic is not meant to be a tutorial on data backup methods. It is simply a suggestion that if you do not currently have a data backup procedure, you should do some research and put one in place. The Internet is a good place to research this topic. A search in Google using the term backup my documents reveals many promising links.