The backlog doesn't have to include epics.

What does sprint Backlog contain?

Learn About the Scrum Artifact: Sprint Backlog

As described in the Scrum Guide, the Sprint Backlog is composed of the Sprint Goal (why), the set of Product Backlog items selected for the Sprint (what), as well as an actionable plan for delivering the Increment (how).

Do epics appear in backlog?

Create an epic from a new issue

You can create epics and any other issue types from any screen using the global navigation menu. if you create an epic from your board view that epic will only display on your roadmap or backlog.