To back up a Knowledge Base you just need to back up the associated SQL Server database.
To know which is the associated SQL Server database of a Knowledge Base, explore its directory and open the Knowledgebase.connection file with a text editor.
You will find information like the following:
The database you have to back up 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 back up the DB or backup the MDF file.
Be sure that no one is using the KB while you're doing the back up.
HowTo: Creating a KB From a .MDF