First, you need to know what does your store consists of and what should be included in the backup. Usually sites are composed of files and databases. You should take care of them all if you want to have an exact copy of your web site.
How to Backup/restore your osCommerce files?
To back up the osCommerce files to your computer use an FTP client. Open an FTP connection to your account. Then navigate to your osCommerce application folder and download it to your local computer. Here you can learn more about how to configure and use an FTP client.
How to export/backup your osCommerce database?
To export/backup your database please check the How to backup/restore MySQL database tutorial.
For more information on that matter you can refer to our How to create a backup of your site and restore it tutorial.