The backup menu is in the Administration Panel.
And in the Left menu, inside the Server Administration
, go on Backup
.
TeamCity (as of v10) does not automatically backup, but you can get TeamCity to back itself up on a daily basis by scheduling a task to hit the REST api. Typically you would also need to schedule a second task (an hour? later) to copy the finished backup off the main TeamCity server and to a safer place.
(Note for security reasons it is better not to run an agent on the same machine as the TeamCity server)