In other words, where are you sitting when the transfers are made? If it's you performing the transfer or someone you know on the other end performing the transfer, transfer two separate sets of files to two locations on your machine. One of the locations would be a standard folder and the other would be a USB flash drive placed there for backups.

Of course, if the transfers always take place at the same time, you could schedule your backup program to perform the backup shortly after all transfers took place. Or create a scheduled task in "Task Scheduler" to automatically copy and paste the files from a specific folder, or the entire folder to the USB drive. Something like the links below:

https://blog.ipswitch.com/how-to-use-scheduled-tasks-to-automate-file-transfers

https://answers.microsoft.com/en-us/windows/forum/windows_7-files/how-to-automate-copy-of-files-from-one-folder-to/3f1c05ca-e89d-4f5f-9290-b1368531d1c0

Hope this helps.

Grif