Most webhost will have phpMyAdmin in their cpanel for you to use. However, if not, you can download phpMyAdmin and install it on your server.
1. After getting into phpMyAdmin, click Databases.

2. This will show you a list of databases on your host -- perhaps there is only one. Click on the database that you want to backup.

3. Click the Export tab.

4. Select all tables for export...

5. Checkmark Save As File and click Go.

6. Your browser will prompt you to save an SQL file.

7. Make note of the filename and save it to a save place. You can rename the filename (such a adding a date stamp) if you like.
This file contains a sequence of SQL commands that will rebuild your database should anything happen to it.