Photoshop supports syncing which should bring over all your swatches, etc. However, you could go into the manager and find the location of these files, then upload them to the cloud for safe keeping or better yet, place a copy of them in your documents folder (windows, not sure what the folder is on mac) then it would be ready for backing up to an external drive or dvd.
The syncing in photoshop is suppose to upload them to the cloud for you. I have not had the need to test it yet.