When you do a File Backup in FTM, regardless of whether you have all your media in the media center, or scattered around your hard dive, they will all be gathered and backed up as part of the file>Backup and included in the .FTMB file. That is the whole point of File>Backup, as opposed to simply copying the .FTM file and all the media files. FTM does it all for you so you only have one file to restore to a new computer, or if you have a problem.
You should also practice restoring from a File>Backup to confirm that you have backed up correctly. Best to do this before you have to.
Pleaase note that you should never rely on the so-called automatic file save when you close FTM. It saves the file to the same hard drive as your working file. When your hard drive fails, and it is when not if, you lose everything.
On the other hand a file back up and saved on different media to the hard drive, maybe a USB stick, CD, an other hard drive anything but your working C drive, you have a chance to restore your file.
This applies to all critical files.
Ask yourself this question.
"What would I do if tomorrow if when I tried to start my computer the hard drive has failed?"
Ideally you should store your backup files in a different location to where your computer is. Floods, fires, hurricanes, tornadoes, theft and grandchildren messing your computer can and do occur.
Saving online is one option and one advantage of having an Ancestror Member Tree is that if needed, you can recover your files, etc that way.
Google G drive, Mozzy etc are all other options.
Do what suits you but don't just save everything to your C drive.