Backups are a basic feature of computer systems so it is normally possible without having to buy additional programs. That's the case for both your systems. Here's a some examples. I've used both the Windows Phone methods but don't have a Kindle. The links I've provided are examples that I've not actually used - they look OK but if you're unsure of anything then check by searching for other tutorials or asking here.
As you've got Windows Phone 8 on your Nokia Lumia 920 then it is not difficult. You need a Microsoft Account and
OneDrive which has 5GB storage free.
e.g.
http://www.guidingtech.com/20375/bac...ndows-phone-8/
If you've got too much data or you want another method then you can also copy your phone files to a PC using an USB cable:
e.g.
http://www.groovypost.com/howto/wind...ck-up-data-pc/
There is a similar procedure to copy your Kindle files to a PC using an USB cable:
e.g.
http://ebookfriendly.com/back-up-kindle-books-2-ways/