StoryMill 4 does not create backups of your files. Backups were removed from StoryMill 4 because the operating system provides a much more robust solution for backups. If you use Time Machine you get not only the most recent version of your file in your backup but EVERY version of your file in your backups.

We highly recommend you use Time Machine or an incremental backup alternative to backup not only your StoryMill data, but ALL your important data.