Generally (if I remember right), you cannot specify the files that Safepoint backs up. It is generally an all or nothing affair with Safepoint. Instead you will have to manually copy the files/folders to the USB flash drive either when it is connected to your computer or when connected to the USB port on the My Cloud.
There are ways to use SSH to automate a backup using rsync
where one can select the files to backup (or to exclude while doing a backup). There are a number of past discussions that can be found using the forum search feature (magnifying glass icon upper right). Here is one example discussion:
Note: One proceeds at their own risk when using SSH and rsync.