It depends. Read this: https://www.zotero.org/support/zotero_data#backing_up_your_zotero_data

In short, you can either sync your data and files to Zotero, or locally save that data directory folder with all its contents. If you already have an automated backup of your computer (like with Time Machine on a Mac), this will likely already do the job. (An export/import is not a backup. Don't do that.)