You can save everything of a website in one file. There are some options too.

Save publish setup - Save the sensitive publish setup information, such as FTP server, username and password, etc. If you choose it, you need to be careful not to give the saved file out. You can choose yes, no or always. Choose Always if you want this options will always be valid when this website is being saved.

Save current template - Save the using template in the file too. It will take some more time to save the save if you choose it.