Icloud support / won't back up apps?

I just got an iPhone yesterday and I wanna back up all my stuff, but i'm not sure how to do it.
I know about icloud and basicalyy I know it does this, so I've managed to backup my contacts, but thats it. I was told there's a way to back up everything, including all the apps on there. So how can I back up the individual apps on the phone, I went thru the settings and couldnt find anything

Added (1). @Marcos - I now see it in itunes, but is it actualyl being backed up? It just look likes its showing what's on the phone currently. I don't know how to back it up, and it doesn't look like its synced with icloud anyway. I'm very new to this stuff so I'm not sure what to do.

Your apps can only be backed up to your computer and when you re install the apps after you do whatever it is you're doing they'll all go back to where they were originally placed. Just open up your iTunes on your computer and go to apps. It should be above music. If your apps don't appear then back your phone up to your computer and they could be there. You can re install them from there.