Let's say they're in c drive somewhere in some folder, other than temp or windows, they should be backed up.
MS thinking all users are simple or are looking for a simple solutions.
In any event, try it. Make a backup. Add a file or folder where you want and backup again.
They should be there. Try the restore option and you should see all your files.
You can also use the complete backup option.
Unfortunately, what you're loking for is not built into vista.
You can opt to for another software as below. Most are still testing for vista.
Good luck
..:: Second Copy ::.. Secure your data with automatic backups