There is a backup tool included in the application's Admin section. It is not recommended to be used since it does not provide a complete backup. The database backup is not generated.
In order to completely restore your SugarCRM you need to have the database restored and the files copied back to the server.
First, you need to export the database. It can be done from cPanel->PhpMyAdmin as explained in the phpMyAdmin tutorial.
Now you have the MySQL dump file needed for the backup.
You can restore your database backup by importing the mentioned sql file into an empty SugarCRM database. In order to do that you should go again to your PhpMyAdmin and choose the database associated with the SugarCRM installation. Then you should click on the Import tab, browse for the sql file in the local PC and click Go. If the query is successful the database will be populated with the backup data.
After completing the database backup procedure you should proceed with the files. The easiest option is to copy the whole folder with SugarCRM from the server to your local PC. Later when you want to restore your old SugarCRM just copy back the files from your PC to the server in the proper directory. In order to complete the task you can use a local FTP client.
Additionally, you can check our comprehensive Backup tutorial.