What files i need to copy to do not lost my teams and records?

I'm sure now you know how to bakup , ain't ya ?
Nevermind, you should copy the : capture, the game, and the team folders
If you downloaded or made new fanfares,flags,gravestones and speech copy the matching folder of your new creation (or others)

do a backup of C:\Team17\Worms Armageddon\User

What files i need to copy to do not lost my teams and records?
If you just want your teams (and records), then copy WA\User\Teams\WG.WGT

If you want your schemes and everything else, copy the entire user folder.

For reference:

User\Capture = Screenshots taken with the PAUSE/BREAK key
User\Fanfare = Custom fanfares (tunes that play when you win)
User\Flags = Custom flags
User\Games = Recorded games (that get automatically recorded every time you play)
User\graves = Custom gravestones
User\Import = Obsoleted place for custom maps
User\Logs = Logs from recorded games
User\SavedLevels = The most recent folder for custom maps
User\Schemes = Custom schemes
User\Speech = Custom speech banks
User\Support = Not used
User\Teams = Team data