The function you are talking about should be "file version history" function, not system protection. Go to the control panel to find this function and turn it on. However, there are some restrictions. One is that version history files need to be backed up to other disks, so you need to have more than one drive letter. A single drive C is not enough. The other is that it seems that only the "My Documents" directory can be backed up, and its function is limited, which is a little worse than that of Apple's time machine.

If you have high expectations for this file version function, you can consider alternatives, such as the version history function of the network disk.