. . . . how best to backup all photos and albums from Magix . . . .
First - Magix is the company not the product - you have posted under Movie Edit Pro which is the product.
Backing up
That depends on what you want to backup. assuming you are using Movie Edit Pro (MEP) - and what you want to backup.
If you want to back up the project and all the media files - video/images/audio - that have been used in the project, then use File, Backup copy, Copy project and media to a folder option within MEP.
Note this will only copy media used in the project it will not copy media not used that could have made it into the project eg if it is a holiday project it will not copy any unused media from that holiday.
If you want to backup everything including unused media and the project file and media are in the same folder/subfolders, then you either copy the entire project folder to your backup storage or use a 3rd party backup program.
I use SyncBack - this, and several other backup programs, have the advantage that you can specify which files not to back up - eg the support files created by MEP, they are not needed in the backup - if you go back to the project to re-edit it in the future they will be created again.