You would need to check with them if they are hosting it. If you mean that they moved it to your hosting, normally you would find the files on your server and how to back it up depends on what you have for server features. For example, BryZar hosting has free offsite backup and those files are downloaded via ftp. If your host has offsite backup, they should have sent you instructions on how to access and download the backups. If your host has cpanel, then you would follow the instructions in the knowledgebase which work on most hosts. https://support.socialengine.com/php/customer/en/portal/articles/1641112-making-and-restoring-backups?b_id=14386

You might want to bookmark the knowledgebase table of contents so that you can find tutorials faster next time:

https://support.socialengine.com/php/customer/portal/articles/1686929-socialengine-php-v4-table-of-contents?_ga=2.190115113.302863603.1544312537-40213656.1544312537