Open Discussion → [SOLVED] What files to back up?
The most important files are popfile.cfg, popfile.db and stopwords. The wiki page you mentioned has details of these and some other important files in the "Important configuration files" section.
If you want to backup the information needed to reclassify recent messages then you should include the messages folder in your backup.
If POPFile is running when you try to backup the files you may find that popfile.db is locked so it may be a good idea to include the popfile.db.backup file which POPFile creates once an hour.