To backup your database content, go to the Configure Site > Backup Database tab.

Just click on the "Create Database Backup" button there and a database backup file will be created on your server. 

The file will get listed under the "Currently Available Database Backup Files On Server" section on this page - right click on the file name and choose "Save Target As" to save the database file on your computer.  The database contains content from your website, excluding any files/file uploads - those should be backed up from your Web Hosting Control Panel.