Araah, I think you're swimming in the middle of confusion. Let's throw you a wordpress buoy :)
Your blog is composed of two things
- the actual files.
They're the pieces making the blog engine work, the php and system files (in the root folder and in the /wp-admin/ and /wp-includes/ directories). The plugins (in /wp-content/plugins/). The themes (in /wp-content/themes/).
They're also the files you added yourself, like when you want to add an image to a blog post and upload it throught he Library (in /wp-content/uploads).
- the database
The database does not store files, it stores information.
That's the configuration of the blog, the options you chose (or the default options) for the themes and plugins.
The content you typed into the posts.
The orders passed by the customers and every info they left.
- You don't access to the files and the database in the same manner.
. The files are present within your hosting space, and you can download them to your disk with an FTP client, that will copy the files to your hard disk.
. The database is not physically present inside your hosting. Your web host stores it elsewhere, and grants your site permission to read and write it. So, when you back it up, you can either use a feature of the blog to browse and copy the database (like with the wp-dbmanager wordpress plugin I always recommend), or you can use the tools provided by your web host. Your web host may have chosen a hosting panel allowing easy backups, like Cpanel, or maybe they'll offer you a PhpMyAdmin access to your database, it's a web program that allows to create and download a copy of your database, among other things.
So you must
- download the files by FTP, with an FTP client and the FTP credentials provided by your web host. Go to the folder containing the wp-admin, wp-includes, wp-content folders, and download the files inside this and all the subfolders, to some directory on your hard disk.
- use a tool to make a copy of your database (the wordpress plugin, cpanel's database management, phpmyadmin's Export and tick Sql and Zip) and download it to your hard disk.
In your situation, I still recommend to install the wp-dbmanager plugin (here : http://wordpress.org/plugins/wp-dbmanager/ ), and use it to do weekly backups that will be emailed to you, plus an additional backup of the database just before you initiate by FTP a download of your blog's files. That way, the FTP download will also include a fresh copy of the database. Nothing will be missing.