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You say "database", so I'll answer that specific question. However, recognize that there are two distinct components that make up GoldMine: 1) the database AND 2) the application
You really need to be sure and backup both. The "application" includes configuration files and possibly email attachments, etc.
Unless you're on an absolutely ancient version of GoldMine, the database is hosted in Microsoft SQL Server. There are NUMEROUS resources on the web about backing up SQL databases. If you search for backup a GoldMine database, you're likely to come up empty. It's really a SQL-function and not a GoldMine-function.
Here is just one resource for doing such: SQL Server 2012 - How To Backup and Restore - YouTube
Hope this feedback helps.