Is there an auto backup feature like in pro tools, where it auto backs up every (specified) minutes? Or do I manually have to hit save every time? 

http://www.cakewalk.com/Documentation?product=SONAR&language=3&help=0x20A26
 

My 2-cents on Auto-Save.  I have disabled auto-save on my PC.
 
I found a number of times where I would be editing audio and that would prompt an auto-save, and then Sonar would go "not-responding," I would wait and wait for the spinning doughnut to stop and eventually I would end up control-alt-deleting and have to restart everything (often losing edits)  I would notice also hat my auto-save version was 0 Kbytes so I would lose all my edits. 
 
If there was some repeatable pattern that led to this behaviour, I would open a ticket but sometimes it worked sometimes it didn't.  Ctrl-S has never failed me so that is what I am back to doing.
 
JR

Just to provide a balance to the negative view of Auto Save.

I've always had auto save switched on. It's designed not to save while any other processes are being conducted so should not interfere with normal Sonar processes. I say should not because obviously others have some issues with auto save. Meanwhile I have no issues with it.

It's also good practice to learn to press Ctrl-s as a regular part of your workflow. With your fingers off all other keys, this ensures that no other process is active other than your save.

I have also had no issues with auto save. Quite the opposite.

I also save frequently.

What do you actually mean by a "back up". An auto-saved/versioned file isn't actually a back-up (in the serious sense of the word) if it's on the same HDD or SSD as all the material. Can auto-save be set to save on an external HDD, while Ctrl+S still saves in the regular project folder (or something like that)? I don't think so.
 

Auto backup is not the right word for saving a project.

Auto save works great. It's also easy to simply backup using robocopy very 30 minutes or so.
 
Auto-save does "interfere" in that the feature needs time to actually save.

Best is "Versioning of project", so you can go back to difference versions of your project. I keep 999 numbers.
That helps if you want to go back or your project is destroyed by a crash.
Then I make a daily backup from this drive to a network storage.
There are so many programs on the market from free to expensive that can do a daily backup to a certain time. I use "Langmeier backup", but this is only in german language available
 

I have always had mine set to auto save every 20 edits, not every 30 minutes.  (edit based not time based)  Maybe that is basis of my particular issue ?  
 
I have had a very rough last few months with SPLAT+WIN10+OctaCapture.   I am finally stable again and may never upgrade anything ever again.... (sure you won't ! ) 
 
For back up to a hard drive I use Sync Back....it does not compress or archive, just takes a source location and copies it to a target location with 1 click.  And it is freeware.
 
JR