Baldur's Gate 3 doesn't have Steam Cloud properly implemented yet as it doesn't save profiles, so you have to manually backup profile/save folder.
You can do this by navigating to
Baldur's Gate 3 folder which you can find at;
...C:\Users\[Windows Account Name]\AppData\Local\Larian Studios\Baldur's Gate 3- Click on the Windows icon
- Type %appdata%
- Navigate to the mentioned folder and make a backup of the entire folder
