Or you can just backup by using wordpress export. This is found in tools > export. This will backup your database. Then using a ftp app copy the wp-content folder to your harddrive. This will backup your themes and plugins (although it does not save settings).
For a DB backup you can install wp db backup plugin as well so you'll get db backup every day or every 7 days or every 15 days direct at your email address automatically as per your need. DON.