Select Backup now to back up the database and all item photos together.
A short history of recent backups is kept, newest first, so you can select Download next to an earlier one if needed — this zips the database and photos together on the spot, so it's always a single file. Older backups are automatically pruned once the history limit is reached.
Backups are written to the backup directory configured on the Server tab. Downloading a backup file does not remove it from the server.