In addition to the direct 'export' option in the database and table menus, the backup functionalities of SQLyog Enterprise and SQLyog Ultimate is implemented in the code of the SJA (SQLyog Job Agent). Thus backup functionalities can be executed not only from the SQLyog GUI itself, but also executed from command-line or from any other program that is capable of launching external programs. It can be scheduled with any scheduler - native or third-party - that runs as a service with the OS.
All SQLyog GUI and command line backup functionalities backs up to a file with SQL statements (a so-called 'SQL-DUMP'). This will work with all MySQL versions, all table engines and on all platforms. There are sufficient options to handle the needs of most users - though specialized backup tools are available for MySQL clusters and other special situations. The (now very old) MySQL 'backup' command (that copies the database files - and only works with MyISAM tables) is not supported from SQLyog directly. However, if you need it you can execute the appropriate command from the editor or with a 'SQL Scheduler and Reporting Tool' job.
The various options available with the backup tool include an option to split the backup into one file for each table, use a timestamp with the backup filename/foldername etc.
Using the batch-processing functionality of the OS (or an external script or application) the SQLyog backup tool can be used along with other SJA functionalities (SQL Scheduler and Reporting Tool, Database Synchronization and Import External Data Tool) as well as other executables and system/OS commands. The batch can be scheduled as well.
You can connect 'directly' on the MySQL port (3306) or you can use HTTP(S)-tunneling, SSH-tunneling and connect through a HTTP-proxy. Tunneling is often needed when connecting to an ISP, because they block access on the MySQL-port itself for security reasons. But even if this is the case, you can access your database and back it up. This also makes it appropriate for use with the lot of script(PHP or ASP)-based code modules available for the Web (guest books, Forums Software etc.), that might come with some backup utility, but not at all approaching the SQLyog/SJA backup tool in terms of flexibility and performance.