The easiest method to do what you want is to Create a Template.
This 'collects' all of the images/videos/sounds along with the .pte file & creates a new .pt Folder.
The advantage of using a Template over a Backup.zip file is that all of your Templates are accessible within PTE without having to unzip.
It is best to do this once your show is complete.
See Main Menu/Templates/Manage Templates & Create Template for this show
I leave all of my images etc in their original Folders but create a new folder for each show so I can keep the .pte files as I am working & building up the show.
Keep saving with a new name so you can always go back if needed. E.G. MyShow1, MyShow2 etc.
Once I am happy with the show I then create a Template.
You can then easily transfer this Template Folder to another computer or Backup Drive for safe keeping.
Jill