For Backup component, click Database.
Either accept the default backup set name suggested in the Name text box, or enter a different name for the backup set.
Optionally, in the Description text box, enter a description of the backup set.
Choose the type of backup destination by clicking Disk, Tape or URL. To select the paths of up to 64 disk or tape drives containing a single media set, click Add. The selected paths are displayed in the Backup to list box.
To remove a backup destination, select it and click Remove. To view the contents of a backup destination, select it and click Contents.
OR
you can simply use T-SQL to achieve this:
To backup the database:
Use <your database name here>
BACKUP DATABASE <your database name here>
TO DISK = 'path where you want to backup.bak';
To backup filegroup :
Use <your database name here>
BACKUP DATABASE <your database name here>
FILEGROUP = 'name of the file group'
TO DISK = 'path where you want to save backup.bak';