The BlackBerry Protect service was started to locate the BlackBerry smartphone and bundles along other goodies like data backup. This service also allows you to remotely wipe data and lock the device in case it falls in the wrong hands.
Most importantly, the app takes a backup on a daily, weekly or monthly basis - as determined by the user. BlackBerry Protect is a free service that relieves the user from the hassle of data migration between two BlackBerry devices. To read more about this, check out this official blogpost at the BlackBerry Help blog.
Go to the Setup App and click on the BlackBerry Protect icon.
Select the Continue button to initiate the BlackBerry Protect setup process and then choose the type of data you wish to backup.
Press on Next to finally choose the frequency of backup - Daily, Weekly or Monthly, and proceed further by hitting the Next button.
Check the option if you wish the phone should show your location on the BlackBerry Protect website -http://protect.blackberry.com.
After that click Next to connect the BlackBerry Protect app to the BlackBerry Protect service.
Once the BlackBerry Protect app is connected with the BlackBerry Protect service, you will be asked to start using the service by taking the very first backup of your BlackBerry smartphone.
Choose the necessary settings for taking a backup if you want the app to take it over WiFi and while roaming.
Once that is done, your phone will be connected to the BlackBerry Protect service and you can log onto http://protect.blackberry.com to check the status. BlackBerry Protect is a free service and one should make the best of it.