Service Desk does not have its own backup function. Your application server should be backup up using a full NT backup including the registry (if your on a Windows box) and the database backup (which will save your presons, ci's, incidents, etc) should be a full sql or oracle backup depending on what type of database you are using.
In the Admin Guide for HPSD 4.5, there is some info about System backup wherein if you start the DB config wizard from the command line with a -internal, it gives an option of "Maintain Database" where Backup/Restoration of the database can be done.
Does this kind of backup include data like Persons, CIs etc???
That Db configurator feature is mainly used for checking database. The backup and restore part of it is suppose to be used for copying and restoring between development and test environment. It's not too reliable. The recommendation from HP was to use the database own's backup and restore utilities.