The guy in the vid is explaining how to create an emuMMC. This is done only once, and it's not even really required, but recommended. As
@Draxzelex suggested, you should try JKSV to backup your saves. Checkpoint hasn't been updated for nearly 2 years, and last time I tried it, it failed me on the newer firmwares. You probably should update your system (Hekate, Atmosphere, sigpatches, everything). Also remember that you don't need to pull out your SD card every time you want to transfer to or from your PC. Do that through HEKATE with USB connection. Constantly inserting and removing the SD card can be harmful to the SD card reader on the Switch, as it's pretty fragile. Not to mention that you need to turn off the console to be safe and then reboot the CFW.