MediaWiki stores its information in two locations:
- The "mediawiki" folder of the website. This folder holds all uploads and "engine files" for the wiki.
- The database. MediaWiki uses its database to store all articles, histories, user information, and so on.
Knowing this, you can move or backup a MediaWiki installation by copying over the "mediawiki" folder and dumping the relevant database. I assume you are using MySQL for the database (that's the default for MediaWiki anyway). If you aren't familiar with backing up MySQL databases, look up the mysqlhotcopy and/or mysqldump commands. Those both create a MySQL "batch file" holding instructions to recreate the data you dumped.
NOTE: In Linux, MediaWiki also keeps some configurations in a separate /etc/mediawiki folder. I'm not sure if MediaWiki separates its configuration under Windows as well. It's more common for Windows programs and utilities to put everything in one folder, but you might want to check on that.