The only devices that use HealthKit are Apple Watch and iPhone. For you to backup HealthKit data, check mark the box that says encrypt backup when your iPhone is plugged in to itunes
no. due to legal requirements on any system that is syncing health info which Apple hasn't resolved yet, there is no syncing between devices or backing up to iTunes without it being encrypted. icloud will back up your health data since that system is passworded.
an apple watch will send over some information about your activity to your phone but its one way