You can make backup all blockchain and it is stored in appdata/roaming/sia folder.
That is incorrect. I struck it out just so no one mistakenly follows it.
The contents in the roaming folder are unrelated to Sia and are Electron files to speed up operation of the UI.
If you intend to backup your data it is all stored in the same folder you installed Sia in a series of folders at either:
install-dir/siad.exe
install-dir/siac.exe
install-dir/wallet/ (Contains wallet.json)
install-dir/consensus/ (Contains blockchain)
install-dir/gateway/
install-dir/host/ (Contains any hosting contracts you may have)
install-dir/renter/ (Contains .sia files to retrieve your uploads)
or
install-dir/sia-ui.exe
install-dir/resources/app/siad.exe
install-dir/resources/app/siac.exe
install-dir/resources/app/wallet/ (Contains wallet.json)
install-dir/resources/app/consensus/ (Contains blockchain)
install-dir/resources/app/gateway/
install-dir/resources/app/host/ (Contains any hosting contracts you may have)
install-dir/resources/app/renter/ (Contains .sia files to retrieve your uploads)
(I might not have the paths exactly right since this is from memory right now but that's the idea)