Hello,
There is no tool built into LoadRunner that provides a data backup mechanism as such. The working assumption is that the platform where LoadRunner is installed will be subject to a suitable backup procedure or mechanism which typically would be the default one in use within your organisation. There are a range of tools that could be used depending on whether you are using a client or server including the HP Data Protection solutions family (e.g. Data Protector). Alternatively you may simply choose to write a DOS batch that zips your data and move it to the shared location on a weekly basis.
Best regards - Mark