On the DirectAdmin homepage, you need to click on the "Create/Restore Backups" option under Account Management ;
You then select the files you want to backup and click "Create Backup". This may take a few minutes to generate a tar.gz file that will have all your site, email, database, and settings.
Once your file is created, you will be able to view it by clicking on File Manager.
Under the folder "Backups" you should see the tar.gz file you have just created. If you click on this file you are prompted to save it, where you can choose where to download it to.