Keeping a backup of your database is important in case something happens to your forum or the server where it resides.
1) Go to Admin.
2) Click Forum Maintenance.
3) Check the items you want to backup.
4) Click Download.
5) Save the file to your computer.
You now have a backup of your forum database stored on your computer. You should keep this file separate from where your forum is uploaded in case something happens to that server.
That's it! You now know how to backup your forum database in SMF.