First off: Evolution Mail f--king ROCKS!
Okay... So at what point does it ask for a backup file? Maybe it wants to know if you have contacts you want to import, or emails from another email handler or a previous install of Evolution Mail.
If you don't have those, just skip over them and continue with configuring Evolution Mail.
If you need help setting up Evolution Mail as your default email handler, see
this handy tutorial on that very subject.