How do I backup the whole site?

This is non-trivial, even for an experienced team who have worked with the platform for a few years. 

You'd need to;

• Backup & transfer the SQL Server database, which is absolutely possible (there are plenty of guides online) but takes some effort. You can run SQL Server on your local for free. Once the data is transferred, you'd need to update various plugins and site config to reflect the fact it's running on a different machine (and probably want to disable a bunch of things).
• Get a Verint license to run it locally.. you'd go over the free limits quite quickly. You can ask for a non-prod license to cover this.
• Backup & transfer the filestorage folder in its entirety.
• Backup & transfer any custom plugin DLLs from the server bin folder

That's it off the top of my head.

Thanks a lot Matt for the overview, it helps me a lot to know where I am and what's ahead. There was another answer too but someone marked it as spam, I am not sure if it was or not but it was useful for newbies too (for me it could stay). Thanks again and best regards, I'll start by downloading everything from CPanel / PhpMyAdmin for the database, and FTP for the files. Also I wonder how to ask for a non-prod license. Should I reach to the Verint Team as a client? Thanks

I marked it as spam since CPanel and PhpMyAdmin aren't applicable to this platform, so it looked like they'd generated the answer without any knowledge of the software we're working with here.

For a non-Prod license just raise a support case & they'll sort it out for you.