Regular backup of your WordPress website and applications will ensure you do not lose crucial data.
As WordPress is a web application based on PHP and MySQL, you must need backup all its files and its database to have a full copy of your site. Copying your files through FTP is the simplest way of doing it.
WordPress database can be data backed up as any other database. To do this, follow the instructions on how to backup MySQL databases.
For a site having multiple MySQL databases, open the wp-config.php file in the WordPress root folder to know which database name is saved.