Right click on any project in the navigator window and select "Back Up".
If you are starting from a brand new first-time installation of Proficy, there won't be any projects in the navigator window unless you chose to install the sample projects. You will need to find where the projects from other Proficy installs have been saved. If you are looking on another computer that already has Proficy installed, the default location for backup files is C:\Program Files(x86)\Proficy\Proficy Machine Edition\Backup
If you are looking for the backups on a company server that doesn't have Proficy installed, its anybody's guess where they are.