You need access to the server via 'admin console' (browser). Then, You have the options to download a file after closing it. If You can access the server via remote (screen sharing,), You can run a schedule and copy the so created backup to Your machine.
Some readings are helpfull.. (i.e. the manuals for FMS)
Otherwise, You'll have to ask the provider for a backup
Thank you, Markus for your advise. The server administrator is traveling to remote places where he does not have access to internet, he can´t help me for two weeks. When you say to access the server via "admin console", means I have to be in the same computer where the server is? I am not sure if that´s what you mean. I can access the file and work on it with full access that´s how far my knowledge of server goes