Windows 10 comes with a built-in backup system called "File History". It allows the user to create a backup copy of files stored on your PC. There are a number of use cases for this feature. For example, it can help you to transfer your files from an old PC to a new one. Or you can use it to backup your files to an external removable drive. It looks like Microsoft is going to remove File History in the upcoming Windows 10 Fall Creators Update.
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