Databases can be backed up through the Management Studio application. But what if you're not allowed access to that application?

You can use the Task Scheduler to create a SQL Execution Task and use the BACKUP command in SQL to backup the database.

e.g. the SQL Command Text would look something like this:

BACKUP DATABASE AVData
TO DISK = 'Z:\SQLServerBackups\AVData.Bak'
WITH
NAME = 'Full Backup of AVData';

Note that backups can only be made to another hard disk, USB drive, or tape drive, not directly to a CD-R or DVD-R drive.