iTunes only allows one-way transfer, from iTunes to iPhone, not the other way around. You will need some iPhone-to-mac transfer program to help you. You may have a look at this step-by-step guide on:How to transfer all iphone files between iphone and computer/iTunes.It includes the transferring of music, photos, videos, SMS, Contact ect. between iPod/iPhone/iPad and computer(PC or Mac).
Backup iphone SMS messages and contact to computer(Mac) in :
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