Time Machine’s main purpose is to back up an internal startup volume, but it can also archive the contents of other volumes on an internal drive and volumes on externally attached drives. Check the Time Machine preference pane to make sure those other volumes aren't excluded if you want them backed up. (But you can't include the Time Machine volume itself!)
However, once Time Machine has started to archive those other volumes, you might wonder how to find their contents to restore older versions or the entire set of files. Apple doesn't provide the same ease of navigation backwards nor full restore with volumes other than the one set to start up the Mac, but the data is all there.
