Backup devices can only be added after you are fully enrolled and being prompted for Duo Authentication.
Duo Mobile's restore functionality lets you back up your Duo settings for recovery to the same device or new device.
Setting up a backup of Duo is not required and is a decision we encourage individuals to make on their own. If you get a new phone/device, you will be able to reactivate Duo using a backup method or by using the Call me or Enter a Passcode options to authenticate.
For detailed instructions on how to backup and restore Duo visit Duo's Guide to Backup and Restore.