How do I back up my I phone to iTunes?

Connect the phone to your computer, select it in your computer's iTunes, and on its Summary tab in iTunes click 'Back Up Now' : How to back up your iPhone, iPad, and iPod touch - Apple Support

Also do File > Devices > Transfer Purchases to copy any iTunes purchases over to your computer (apps won't copy back from a device that's on iOS 9+) so that you can take a backup copy of them - none of your downloads are stored in the actual backup, nor is your own music/videos in the Music and Videos apps