Κάνω αντίγραφο του αρχείου και το αποθηκεύω σε δεύτερο φάκελο, για να μη χαθεί.

Greek often uses a light verb + noun construction where English uses one verb. Κάνω αντίγραφο literally means I make a copy and is very common in everyday Greek.
There is also a single verb: αντιγράφω = I copy, but κάνω αντίγραφο can sound a bit more “practical/office-like” and pairs naturally with nouns like αντίγραφο.

Because αντίγραφο is followed by a phrase meaning a copy of X, and Greek typically expresses of X with the genitive.
So:

• αντίγραφο του αρχείου = a copy of the file
  Genitive here is marking the “source/thing copied”.

το is a weak object pronoun (it). In context, it usually refers to το αντίγραφο (the copy)—i.e., you save the copy.
Grammatically, it could also match το αρχείο (also neuter), but the intended meaning is normally “save the copy”.

In Greek, weak object pronouns (clitics) usually come before a finite verb:

• το αποθηκεύω = I save it
  If you use a full noun, it typically goes after the verb:
• αποθηκεύω το αρχείο/το αντίγραφο = I save the file/the copy

Both κάνω and αποθηκεύω are present tense. Greek present can mean:

• habitual/general: I (usually) make a copy and save it…
• happening now: I’m making a copy and saving it… Context supplies whether it’s “simple present” or “present continuous” in English.

Greek can omit the article in some “label-like” or informational phrases, especially in instructions:

• σε δεύτερο φάκελο ≈ in a second folder / in another folder

If you want to be more specific, you can add one:

• σε έναν δεύτερο φάκελο = in a second (additional) folder
• στον δεύτερο φάκελο = in the second folder (a specific “Folder #2”)

The preposition σε takes the accusative:

• σε φάκελο (acc.) = into/in a folder
  So φάκελο is accusative, and δεύτερο agrees with it (also accusative masculine singular).

για να introduces a purpose clause: in order to / so that.
It’s the standard way to say you do something with a goal:

• …για να μη χαθεί = …so that it won’t get lost

Greek uses different negation depending on the structure:

• δεν negates indicative statements (facts): δεν χάνεται = it isn’t getting lost
• μη/μην negates subjunctive / non-factual forms, especially after να / για να: (για να) μη χαθεί

Also, you’ll often see μην instead of μη before a vowel sound:

• για να μην αργήσει (because α- follows)

χαθεί is the aorist subjunctive (perfective aspect) of χάνομαι = to get lost. After (για) να, Greek uses the subjunctive.
Aorist/perfective here frames the loss as a single completed event: so that it doesn’t (end up) lost.

A different aspect would change the nuance:

• για να μη χάνεται (imperfective) = so that it doesn’t keep getting lost / so it won’t be getting lost (repeatedly)

Yes, you can say:

• …για να μην χαθεί το αρχείο = …so that the file won’t get lost

Greek often omits the subject/object in the purpose clause when it’s obvious from context. Here, the “thing” is already established, so χαθεί can stand alone.

Greek commonly sets off a purpose clause with a comma, especially in longer sentences:

• main clause: Κάνω… και το αποθηκεύω…
• purpose clause: για να μη χαθεί.
  It helps readability and is standard punctuation in this kind of structure.

Yes—stress is shown by the accent mark:

• αντίγραφο: stress on ΑΝ (a-NTI-gra-fo)
• αποθηκεύω: stress on ΕΥ (a-po-thi-KE-vo)
• δεύτερο: stress on ΔΕΥ (THEV-te-ro)
• χαθεί: stress on the last syllable (ha-THI)