When you sign in with your Microsoft account (Windows Live) ID on your Lumia phone, you can switch on the service that lets you automatically back up your stuff to the cloud. You can access most of this data on your computer, too. If you do not have a Microsoft Account, you can create one at www.live.com, or using your phone. For more information, see the user guide of your phone.
Your photos, videos, and office documents are backed up to OneDrive cloud storage. To access these files on your computer, go to onedrive.live.com.
Your contacts and calendar will automatically sync with your Microsoft account, to see your contacts, calendar, groups, and rooms on your computer, go to people.live.com.
Your text messages, call history, Internet Explorer favorites, most settings and app list are backed up to the cloud, in case you ever need to restore them to your phone. Log in to your OneDrive account and go to Settings > Options > Device backups. You will see a list of your backups and can delete any you want.