Yes, that is the icon.
Your operating system is on C, BUT, BUT, BUT it isn't enough for you to just make an image of C. Or, more correctly, it isn't enough if you want to restore your PC to a working state---which I assume is what you would want to do.
I'd just let Macrium choose by using that icon, until and unless you develop enough knowledge about GPT and UEFI to know which partitions are required. If you do, you could then select them manually, not using that icon.
Imaging is done on a partition-by-partition basis. If your data is on C, it will be included in any Macrium image of C. If your data is on one of the other partitions Macrium deems necessary to restore Windows, it will be included.
You say that when you choose the icon, Macrium automatically selects all partitions. That tells me you don't have a "data only" partition.
The way around that is to deliberately put your data on a "data only" partition, unrelated to Windows. If you do that, Macrium would NOT include it in the necessary partitions.
The only harm in including your personal data in a Macrium image is that the image file would be considerably larger. If you have plenty of storage space, no problem.
Actually, there is another issue: suppose you keep your data on C. Suppose you make an image file of C on Sept 1.
On Sept 3, you develop a bunch of new data--say family pictures. Then on Sept 5, your hard drive fails. So you restore the Sept 1 image of C to a new hard drive. In that situation, your Sept 3 pictures would be lost---unless you had another backup of them made on Sept 3 or later, unrelated to Macrium.