I'm sure you've seen the huge tutorial Teck has about backing up databases, he describes how to use it there:
https://vborg.vbsupport.ru/showthrea...threadid=39558
But basically you go into your SSH client, like putty, then connect to the server and type the command line:
mysqldump --opt -u USERNAME -p DATABASENAME > /path/to/backup/folder/bk060502.sql
Filling in those fields (username = username of database)