You should backup your Blackboard from time to time. The Blackboard server is backed up frequently but it is very different to extract a single course from the system back up. It is the course designer's responsibility to do backups of their own courses. This is a simple process and takes little time.

Log onto Blackboard and go into your course.
Go to the Control Panel
Packages and Utilities
Click on Export/Archive Course (see below)
Choose one or the other and click Submit
You will then have a receipt that the process is finished. At this point you should download the backup to your local machine.

Be sure to download the file to your local hard drive!

You may also want to download a copy of your grade center. Use the Work Offline > Download links on the far right side of the Grade Center.

Know the difference in Export and Archive

Export Course Overview
The Export Course feature creates a package of the course content that can later be imported and used to teach another course with the same content. It is important to note that, unlike the Archive Course feature, Export Course does not include any user submissions or grades — it only includes the course structure, content, and tools.

Export packages are downloaded as .zip files and are imported in the same format. Do not unzip an Export package or remove files from the package, otherwise the package will not be imported correctly. The .zip is in a preparatory Blackboard format. You won't be able to divine out individual files. The archive can be used to build a new course. It can also be used to build a temporary course to retrieve files.

Archive Course Overview
Archive Course creates a snapshot record of a course including all the includes the course structure, content, and tools along with user submissions and grades. You may want to do this several time during a term.

Archived courses are saved as .zip files. Archiving a course does not remove it from the system.