Ok. You're talking about the TWRP app.
That can't backup.
I think it's used to install TWRP (which is a different recovery than the official one from Samsung).
Never tried it.
I'd flash https://dl.twrp.me/viennaltexx/.tar file via Odin.
Afterwards reboot into that as I wrote and start backing up.
For installation of LOS higher than 14.1 it might be necessary to install a higher TWRP version.
That can be done with TWRP itself by choosing .img installation and selecting the twrp-3.0.2-0-viennaltexx.img.
Direct reboot into new! TWRP mandatory.