Are you doing the database backup as suggested in the documentation? If not, this is the first step to making your backups.
At the moment we do not have a facility that lets you create a backup of just one course as we do not have a facility that let's you create a course from a backup. Only full backups (of the whole .LRN site) are supported.
I'd love to answer in Spanish, but first I need to go for a language class somewhere (any recommendations how and where best to learn Spanish, sorry for making this offtopic ?).