To backup your data, all you need to save is SdKennel.MDB. This is where all your data is stored. It can be found in the default install folder under C:\Program Files unless you moved it. When you move it, SdKennel needs to know where you have moved it and so just as when you installed and ran the software for the first time, you are asked to re-link to the data. Re-linking is telling SdKennel the location of your data.
Ensure you backup SdKennel.MDB especially before reinstalling the software. Uninstalling or reinstalling SdKennel results in the data file SdKennel.MDB being either deleted or overwritten with the initial "empty" data file.