Your website is made of two parts: one database and one set of files. If you want to back up your website, you need to back up both parts of the website.
Log into cPanel and click on Backups

To back up your set of website files, click the 'Home Directory' button and choose a place on your own computer to save the backup. Then click on the database link and choose a place to save the database backup. You may have more than one database, eg if you have an eCommerce website and a forum, then you would have two databases as below. Please click and save each database in turn.

If you want to back your emails, forwarders, ftp settings, etc up as well as your website files and database, you can do so by clicking this link (via the 'Backups' button in your cPanel). Please note it's not possible to do a simple restore of this complete cPanel backup. The complete backup is usually used when you're moving between hosting providers. Therefore for standard site backups you do not need to follow these steps.

