Search the play store an SMS backup program. Run a backup, find the file, note the location that it is stored on the phone and save that onto your computer. When the time comes to restore it, use the same app and reverse the process by placing the file in the location the app is expecting it.
What text message app are you using? I use Verizon Message+. It allows me to save texts to a folder on my SD card. I can then restore them at a later date. I don't have a PC, laptop or anything like that. I am just Note 4 & Galaxy Note Pro 12.2 tablet but I would imagine you could copy those text message files from the SD card and paste on your desktop. Create a folder on your desktop for them. When you connect your Note 4 to your desktop via USB cable, it should show up as a USB drive. This will let you transfer files from the Note 4 to the folder you created on your desktop.
Correction. The saved messages from Message plus are in internal memory in the download folder