You should back up your wallet to multiple places, to avoid accidental loss.
Go to "Tools" -> "Backup Wallet" to back up your wallet.
The .dat file that you are getting contains your address book, change addresses and all the corresponding private keys in a BerkeleyDB database format.
It is a good practice to add the date of your backup to the file name, e.g. "spectre-2018-05-01.dat". If you have encrypted your wallet before, the backup will be encrypted as well.