They automatically sync to your Hotmail when you add them, if you use your Hotmail address. As for your contacts from Facebook and other social media that show up, those of course are part of that social media account. One other thing. If you have Windows 8.1, your contacts are backed up automatically (as are your texts, your list of apps, etc.) so that if you need to restore, update, or get another Windows Phone, you'll have them made available to you again.