Save iTunes File?

[Bekkis6]

Is it possible to save the "file" where everything is?
(messages, notes, programs, etc.)
Or is this stored online on my apple account?

[Mes]

No single 'file' contains everything. On the iPhone, most user data & apps are contained in /private/var/mobile. For iTunes, backups are saved in a directory structure (Win7: C: \Users\UserName\AppData\Roaming\Apple Computer\MobileSync\Backup.

For specific data (like messages, notes, and contacts), look here: /private/var/mobile/Library