It seems you are mixing up the concepts of equipment that has its own (E)PROM with equipment that does not have it, and it is loading their own "OS"/"firmware"/"drivers" in the RAM of the machine, or loading it for a cheaper RAM for that effect.
While the former might need "BIOS" updates, the later are just files that are loaded in run time every time you boot with the help of the operating system.
Some of the firmware files that come with the several firmware packages you can install, having you the relevant equipment are loaded at runtime and installed in the main RAM, and do not break nor upgrade anything.
They also won't surely after the inner working of your Windows OS. Think just of it as another program, or better "firmware" drivers that you are loading, and it will vanish after rebooting/turning off the equipment.
What happens here is that nowadays you have some cheap equipment or devices, that to save on costs, and/or for making easy upgrades of firmware, load it or even run it from RAM at runtime every single time they boot.
So in reality, you do not need to be worried of making backups.
Example of hardware doing this (certain models, not all):
- Realtek wifi chipsets;
- Broadcom wifi chipsets;
- Broadcom switches on SoCs;
- AMD graphic cards;
firmware-linux-nonfree, it is just a stub and does not come with useful firmware. You have to install additional firmware packages if you have equipment that needs a firmware file to be used.
From https://packages.debian.org/stretch/all/firmware-linux-nonfree/filelist, the file list of files installed by
firmware-linux-nonfree is just the Changelog of the project and a copyright notice:
So if I want to be pedantic/ironic, as
firmware-linux-nonfree is not installing any firmware file, you really do not have to be worried at all.
However, there are packages that are dependent on this one:
firmware-amd-graphics - Binary firmware for AMD/ATI graphics chips
firmware-misc-nonfree - Binary firmware for various drivers in the Linux kernel
amd64-microcode - Processor microcode firmware for AMD CPUs
intel-microcode - Processor microcode firmware for Intel CPUs
So if you really have hardware which needs firmware files to work in Linux (you might not have) and consequently need to load some runtime firmware, you will have to install one (or more) of those extra packages.
Obviously, when I was talking about firmware files, I was in fact talking of all those Debian packages.
See related questions Debian Firmware from cdimage.debian.org vs from manufacturer and Installing firmware blob for Intel Wifi USB pen