how do I backup my iPhone XR to my MacBook Pro?
How do I backup my iPhone XR to my MacBook Pro using the USB Cable directly plugged into my phone and my Mac?
iPhone XR, iOS 13
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If you run Catalina on your Mac, this works by using the Finder, for all other macOS, you'll have to use iTunes.
Check this article for more details:
How to back up your iPhone, iPad, and iPod touch - Apple Support