1) Login to the cPanel

2) Go to "Files"

3) Click on "Backup"

4) Under "Full Backup" option

5) Select "Download or Generate a Full Backup Website"

6) Click on "Generate Backup"

Note: It will take some time to complete a full backup of your domain. Once the backup has completed an email will be delivered to your email ID.

Refer this video tutorial.
http://www.cpanel.net/media/tutorials/backup.htm