I'm not really sure what your problem is here. Presumably "Family Historian" is some sort of genealogy database programme where you input information, save it to a named file and, the next time you want to add something/somebody to it, simply open it up again and add whatever you want.
If so, you can treat it like any other document. You can save it to your hard drive, save it to an external drive, save it on a memory stick or even email it to yourself as an attachment. There's no need to worry about other formats such as GEDCOM files unless you're intending to view it with different software.
Its always advisable to save important info in more than one place. I save mine on my hard drive and copy it onto a USB drive from time to time.