He's talking about the full cPanel account backup which used to be available before Corey disabled the built-in cPanel backups (or at least removed their icons from cPanel's index page).
To the OP: You can use FTP and phpMyAdmin to back up your files. If your site isn't too big, you can also use the cPanel File Manager to write a ZIP file of your public_html directory. If a full account backup is needed, we'll have to see what one of the staff members say.