How to download a full backup of your account
Generate the archive in your control panel, then pull the whole file off the account with FTP or SFTP rather than a browser tab.
Generate the backup first, then collect it with a proper file transfer rather than a browser download. The generating step and the downloading step are separate, and treating them as one is the usual reason a "backup" turns out to be a half-downloaded file nobody noticed had failed.
Generate the archive
In the backups section of your control panel, choose to create a full account backup rather than a partial one. Depending on what the tool offers, you may be able to pick files only, database only, or both together — for a real backup you want both. On a large account, generating the archive itself can take a while, since the server has to read and compress everything before there is a file to download at all.
Download it properly
A large archive downloaded through a browser is fragile: a dropped connection, a sleeping laptop, or a browser update partway through can leave you with a file that looks complete and is not. For anything beyond a few hundred megabytes, connect over FTP or SFTP instead and pull the archive down that way — file transfer clients are built to resume interrupted transfers and to verify the file arrived intact, which a browser tab generally is not.
Compare the downloaded file's size against what the control panel reports for the archive. A mismatch means the transfer did not finish, even if your client did not report an error.
Where the file goes next
Downloading it to your own machine is the point — a copy still sitting on the hosting account is not a separate backup, it is the same risk wearing a different filename. Once it is on your computer, treat it the way you would any other important file: keep a second copy somewhere else too, such as an external drive or a cloud storage account, so a single hard drive failure cannot take out your only off-site copy as well. Where to keep your backups covers reasonable options.
Do this on a schedule, not once
A single downloaded backup is a snapshot of one day. If you rely on this as your off-site copy rather than an automated sync, put a recurring reminder in your calendar to repeat it — moving backups off your hosting account automatically covers how to remove the manual step entirely once you know the routine works.
Related reading
Files and database, taken together, kept somewhere other than the account they protect — here are three ways to manage both.
How to move backups off your hosting accountHaving a backup and having an off-site backup are two different things — here is how to actually achieve the second one.
Where to keep your backupsThe default place a backup ends up is usually the one place it should not stay — here are the realistic alternatives.
A disaster recovery plan for a small websiteMost small sites have a backup, but no plan for actually using it — write the decisions down before you need them, not during.