How do I back up Outlook data files automatically?

There is a native solution which works as a sort of backup - it includes the Office 365 eDiscovery tool. Here is a tutorial on how to use it: How to export Office 365 mailboxes to PST using eDiscovery
The two biggest problems is the unreliability of PST files and that this method is far from being automatic. I am afraid that there is no native automatic backup solution, so you might need to rely on third-party backup solutions, like CodeTwo Backup for Office 365.

You can the auto archive feature in outlook to automatically backup your outlook data. it will back up the data to pst files and place the pst file where you choose even on the NAS. Just be mindful that it's not recommended to access pst files from network shares because of the high probability of corruption, it's always recommended to have the pst local on your machine when accessing. if its just for backup then backing up to the NAS should be fine. See the below link to assist you with setting it up.

https://support.office.com/en-us/article/archive-older-items-automatically-25f44f07-9b80-4107-841c-41dc38296667?ocmsassetID=25f44f07-9b80-4107-841c-41dc38296667&redirectSourcePath=%252fen-us%252farticle%252fuse-autoarchive-to-back-up-or-delete-items-e5ce650b-d129-49c3-898f-9cd517d79f8e&ui=en-US&rs=en-US&ad=US

You could use a simple DOS Batch file to do this. At one of my Accounting client premises, I've replaced their Shut Down function with a script that automatically backs up their PST file to a NAS drive each time they shut down for the day.

Thank you.   That was  most helpful.