How to move live site to Local Host

I have been asked to do some changes to a site created with word press. I have wp-admin details and I am able to log in to the site . The problem appears to be is that not all the options in side bar is available like appearance and pluginsare missing.
Secondly how do I backup the contents of this live site before I start doing any changes to it. I have seen an article about moving from live site to local but it asks for a plugin but I am afraid having spent few hours I am unable to find a solution to display these options in sidebar.

Your reply will be most appreciated.