Normally, iTunes will create a backup automatically when the iPhone 4s device is plugged in computer. However, a manual backup process should be recommended before doing anything important task such as Jailbreak.
So, in order to backup your iPhone 4s manually, plug it in your computer -> right click on your device -> click on Back Up
iTunes backup iPhone 4s
And the backup process will be started right after that.
iTunes Backup iPhone 4s Process
