Please login to your control panel and create a full backup. This may take a few minutes to generate a tar.gz file that will have all your site, email, database and settings.
Once the backup is created, you can download it using ftp from your account home directory.
You can also download partial backups of your home directory or databases from the control panel.
Note: as backups use extra disk space, you need to ensure that you have adequate disk space available (ie double what is currently being used) before creating backup archives. Also, after you have downloaded the backup archives, delete it from the server to save disk space.