Microsoft SQL Server dose not allow to back it up from a remote machine. You have to install a copy of DataBK Backup Agent onto your server machine and then use backup manager to configure a job to back up database to your local machine's Storge Server.
Please see the following :
(Backup Agent have to reside on the same server , or you won't be able to back a remote SQL Server.
All backup softwares including ours have this requirement. )