You CAN back up to iCloud, but that may require you to pay a periodic fee to upgrade your iCloud storage to store that backup.
Otherwise, iPhone requires a smart device to perform backups. it can not back up its data to a bare drive. The Approved Method is to back up to your Mac.
On Macs running MacOS 10.15 Catalina or later, that capability is built into the Finder. On older Macs, it appears inside iTunes when the iPhone is connected by a cable.
iPhone XS appears to have a Lightning connector, which can be connected to a MacBook Pro using a Lightning to USB-A cable.
so the Approved Method is to backup your iPhone to your Mac, and that backup will be backed up to your Mac backup set when you back up your Mac
Backup methods for iPhone or iPad - Apple Support
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