[Q] Can't create backup using TWRP topic

I just rooted my phone and I am a total noob with all the software and such. I have a Samsung Galaxy Centura. I installed TWRP to make some backups and I haven't been successful with it. I check all the things I want to backup, select the backup name and hit the slider. The phone reboots into recovery and gives me a menu with 5 items on it. One to reboot the phone, 2 to wipe data, and 2 to load roms. I did some digging around to figure out how things are supposed to work and I think there should be a selection for a nandroid menu or something. I don't have that.

I tried putting the backup on internal vs. external, and also shortened the backup name.

Anyone have any idea where I might be going wrong?