Hi Cindy,
The program will create the .BAK file the second time you save your file. When in your file, saving it the first time will create your .KIT file and then saving the second time will create the .BAK file. Make sure to always save your design so that your .kit and your .bak file are both up to date.
If you had saved your design multiple times but still do not see a .bak file, then its possible your program might be having saving issues and in that case I would suggest for you to contact our support so that we may identify exactly what is going on.
Regards,
Kris