The cell phone says it's backing up to iCloud, but when I go to my iCloud on PC, nothing is backed up. Why?

You cannot view the contents of an iCloud Backup at www.icloud.com. You can only use the backup to do a full restore of a device or to set up a new device. You can see the size and date of the last backup on your phone at Settings > [username] > iCloud > Manage Account Stores > Backups > [device name].

The data that you can view at iCloud.com is synced data such as iCloud Photos, iCloud Contacts, etc. See, for example, See instructions in Set up and use iCloud Photos - Apple Support and Set up iCloud for Contacts on all your devices - Apple Support