Yes, with "Database backup" plugin.

You can also backup using cli tools. Also you should backup any uploaded or generated files stored in the file system.

mysqldump -u root -p projeqtor | gzip > projeqtor.sql.gz
tar -zcf projeqtor.attach.tar.gz /usr/local/www/projeqtor/files/attach
tar -zcf projeqtor.report.tar.gz /usr/local/www/projeqtor/files/report
tar -zcf projeqtor.documents.tar.gz /usr/local/www/projeqtor/files/documents

The file paths on your server will probably be different than on mine and will need to be changed appropriately. Also before backing up the database you should ideally first disable user access to ProjeQtOr (e.g. by temporarily stopping the web server).

You can also use web db admin apps such as phpMyAdmin or Adminer to backup the database, but you will still need to backup the file system files separately (e.g. copy from server using WinSCP)

Cheers,
Dale