If you are using a single-user Training Tracker license, go under system settings, and you should see "Local File" selected. Beneath that it will show the path to the data file.
By default, the storage location is a hidden folder under your roaming profile. You find it by opening File Explorer and drilling down to this file folder:
Of course, you insert your user name where it says <Username>.
The files to back up are TrainingTracker6.mdf, and TrainingTracker6_log.ldf