Log in to the Plesk Panel.

1. Navigate to Databases and select the desired database.
2. Click on "Export Dump" and specify the directory where you want to create the database dump.
3. Optionally, you can customize the file name.
4. Check on 'Automatically download dump after creation' so that the DB backup file will be downloaded to your local machine.
5. Click "OK" to initiate the export process.