A very basic way to backup your messages is to create a folder say on your Desktop, give it a meaning full name such as Outlook Saved Messages (folder name/date) and then in Outlook, right click/copy the messages.
Return to the newly created folder(s) and paste the msgs within the folder(s).
You can even make the Outlook window smaller so the created folder(s) are on view on the Desktop, then selected msgs can be dragged (copied) into the folder(s).

Any created folders can then be transferred to an external source.
Folders holding the msgs elsewhere can be double clicked and they will open in Outlook as long as it is installed on the system at the time.
If Outlook isn’t installed, a third party msg viewer will allow a user to view them.



You might find this link useful:

Saving and using pst-files on an external USB-drive

https://www.msoutlook.info/question/458