Partitions like in windows?

First, like always, sorry for my English.
I want to know if we can create a partition like we make on windows for "backup" some folders. For when installing a new ROM.
(I miss SD card!!)
So we format internal storage for a clean install but don't touch the other "new" partition with our data (pics, ringtones, roms, mods, docs, etc...)
I hope someone understand what I try to write.

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