Log in to Directadmin. If you are not sure how to get here, you can look in this guide.
Then navigate to: Extra features > phpMyAdmin
A new tab opens and here you enter your username and password for the database:
Then click Export
Under the export method category you can either choose quick or custom. Under custom
you get more choices for how you want your database to be exported. Then click Run
Your backup will then be downloaded and you will find it under your downloaded files.