Go to company info Menu ( Use Alt + F3 from gateway of Tally ).

Select Backup menu, The backup processing screen will appear.

Select the source of data, normally this will be selected automatically no need to change.

Change the destination if required ,This needs to be changed in most cases if you want data backup in a removable disk (pendrive or CD).

Select the companies from the list ,choose End of list.

Accept and save the screen, the data will be backed up in destination folder you have mentioned.