You can find the file, while it is closed, and use your operating system to make a copy of the file like you would any other file. In windows, this can be done with copy and paste. I think Mac users have a duplicate option.
If the file is not hosted via FileMaker Server, you can use Save A Copy As.. to save a copy of your file.
If it is hosted by FileMaker Pro, you can use Save A Cop As... from the host computer.
If it is Hosted by FileMaker Server, you can use a back up schedule to make a back up copy of the file, then copy that file to your computer for development work.
Making lots of backup copies during development can save you a lot of hassles: Saving Sequential Back Ups During Development