In order to save your data before reinstalling Windows or start playing on another computer, you'll want to copy your database file to a safe location. When using the default SQLite database, this is a quick operation.
Go to Application Settings and click Settings under the Database section:
In the dialog box that opens, you will see the path to where your database is located:
Open your Windows file explorer and browse to this location. Copy the file and you can reconnect it later on another computer or after having reinstalled Windows.
See this guide for how to reconnect the database file.
If you're using SQL Server you can lookup the name of your database following the same steps as mentioned above.
The process of performing a SQL Server database backup is not supported by the application, this can be done using SQL Server Management Studio.