According to the plug-in description, it seeks to make a local copy, not of all files, but of some files that are regarded as essential. It is also marked as on its way out, so I wouldn't want to risk getting involved wu=ith something that might now be, or might soon become, obsolete.
I have my wiki files on the server of iPage, a site that sells such services. I can get to my files using an ftp browser. So to back up my files, all I have to do is to fire up the application called Transmit on my Mac, navigate to the ftp address of my wiki, and just download the whole folder. I guess I could compress the download into a .zip file, but I have plenty of storage space on an external HD.