Normally we use the wizard to create the database backup , We can also use the query for create the backup file of database
BACKUP DATABASE <Database_Name> To Disk ='Path\File_Name.bak'
In this query "To Disk " , we will send the our local or remoter system drive path where we have to write access permission.
this query is highly useful while taking backup without using wizard....this is more suitable to take backup using query instead of wizards..