iTunes help transferring to new iPhone

AppleDogs

macrumors newbie
The list of what iCloud backs up at https://support.apple.com/en-us/HT207428 says:
  • iMessage, text (SMS), and MMS messages (requires the SIM card that was in use during backup)
Does "requires the SIM card that was in use during backup" mean that if I back up from my iPhone 7 and then need to restore to a new iPhone 7 that has a different SIM (like after first phone is stolen), that I will not get my messages?

Is there a similar list for what iTunes backs up? I have read https://support.apple.com/en-us/HT204136 and some of the links on that page but can't find a detailed list similar to the one for iCloud backups. I am looking for any notes on the SIM card like in the iCloud list.

I need to backup an old iPhone from one carrier to a new iPhone 7 on another carrier. I want to be sure I keep all SMS, MMS, and iMessage messages. Will this work using iTunes in Windows? Is it better to use iTunes on a Mac?

Can I archive a back up I did in iTunes on Windows so that I will have multiple backups listed? I only see instructions on how to archive a backup in the Mac version of iTunes.

The old iPhone is still on the original carrier. I have not ported my number. The new iPhone was activated with a new phone number assigned by the new carrier.
 
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