How do I backup the whole site?

Hi guys, I'm a bit lost currently.

We have a community built upon Production license - Version 12.

We would like to move the whole site locally to have a backup.

Is this at all possible if I install locally a Free Version?

How could we extract an SQL file of the whole database?

Which other ways of backing up everythiing you suggest?

I read about the specific-user content backup process but what we need is backing up the whole site.

Many thanks and sorry for being so newbie.