To backup a Knowledge Base you just need to backup the associated SQL Server database.
To know which is the associated SQL Server database of a Knowledge base, explore the knowledge base directory and open the Knowledgebase.connection file with a text editor.
you will find information like the following
The database you have to backup is the one named "GX_KB_Sample" in the "MyServer\SQLEXPRESS" SQL Server instance.
You can just use the SQL Server backup option in order to backup the DB or backup the MDF file.
Be sure that no one is using the KB while you back up.
See also HowTo: Creating a KB From a .MDF