The database files must be located on the same machine as the SQL Server instance used to run them.
Create the database backup and copy the completed backup file to the appropriate location using a scheduled Windows task or a third-party application.
Note: If installed as a standalone, you can use the method above, or install as a single-user network version where the database is on the drive where the backup files should be made.
Refer to What are the recommended backup procedures? (BB291) for additional information about backups.