It is HIGHLY recommended that you take backups of your database at least once per month in the event you need to restore data contained in the backup.
Assuming you have accessed phpMyAdmin and are on the database you want to backup...
You should then be prompted to save a file as a download, this is your database backup, click OK or Accept and save it to your computer.
Taking a backup is important because at some point you will need to restore from one be it bad updates of your script or otherwise.
Assuming you have your backup file and are in the database you have accessed the database you need to restore your backup into...
You should now be in the process of restoring your backup, keep in mind the more data involved, the longer the process takes.
Assuming you have setup an FTP client, the best way to create a file backup is to download the contents of your HTDOCS folder(s) into a safe location.
In most clients this operation can be done via drag-and-drop as you drag the contents you want to backup from the remote server side of the screen to the local computer side.
It is recommended to do this at least once per month and to store this backup on a removable drive such as a flash drive or CD and keep it safe.
Again assuming you have an FTP client setup and also assuming you have taken time to backup your files and folders, restoring data is as simple as re-uploading the backup files/folders.
For information on setting up and FTP client and uploading please read File Management via FTP