I do not know of a straightforward way to simply copy selected files from the iPhone to the Mac under Catalina, other than using the provided backup tool, which places the backup on the internal main drive of the computer. You can "sync" selected files, but that is different than backing up. You may find utilities that claim to enable you to copy selected files, but when you update your Mac or iPhone, it is not clear that those programs will continue to work properly.
There are some other options:
(1) Backup your entire iPhone then move the backup off the Mac to an external drive. The backup is inside your User Library => Application Support => MobileSync. You can move it back to the same place on your Mac in order to restore, if you have to do that.
(2) Use iCloud for backup. You may have to pay but the fees are not large. This is very convenient when you replace your iPhone, you can restore from iCloud and the new phone will be set up with everything just like the old phone. The iCloud backups are done automatically every day, you don't need to remember to do them.
(3) You can also use iCloud selectively, say just for copies of photos.
(4) Another way to keep a copy of your photos from the phone is to import them to a Photos Library that can be on the Mac main drive (internal) or on an external drive.