Instructions
Navigate to your "RollerCoaster Tycoon 3" directory. This directory could be in a variety of places, depending on where you choose during the installation process of the game. By default, it is located in the "Atari" folder of your "Program Files" folder.
Right-click on the folder and click "Copy" to create a virtual duplicate of the folder and its contained files.
Navigate to the directory you want to create a backup of the game to, preferably an external hard drive.
Right-click in the directory and click "Paste" to create a copy of the folder. You will now have a full copy of the game that can be accessed at any time by running the .exe file from the folder.