I am new for Microsoft Intunes.
Is there any way to back up Intune exiting policies, before making any changes ?
have a look at the Intune Powershell Module to get programmatic access to your environment based on the MS Graph.
Open up administrative PowerShell and type: Install-Module -Name Microsoft.Graph.Intune
For further info you can have a look here: https://www.powershellgallery.com/packages/Microsoft.Graph.Intune