To backup your forums files you would need to create an FTP account in your hosting control panel, which you can then use to download your forums files.
To backup the database, you would go to the SQL Server 2008 section of your hosting control panel where you will find a 'Database Tools' link which will take you to a tool that can be used to download a backup of your forums SQL Server Database.
Your forums files are backed up each night, and a full backup of your database taken each morning, and stored on our file servers. Although it is worth making a backup once in a while yourself and storing them locally for your own peace of mind, as we already make backups you don't need to make your own everyday.