You want to get a backup of your MS SQL database to your local computer.
You can backup your MS SQL database with SQL Server Management Studio tool
Step 1) Start SQL Server Management Studio
Click Start -> Programs -> Microsoft SQL Server 2008 (2005) -> SQL Server Management Studio to begin program.
Step 2) Connect to SQL Server Instance
You can login your SQL Server Instance with Windows Authentication or MS SQL Server Authentication to login:
Step 3) Select your database to backup
A. In Object Explorer, click the server name to expand the server tree.
B. Expand Databases, and depending on the database, either select a user database or expand System Databases and select a system database.
C. Right-click the Database, point to Tasks, and then click Back Up.
D. The Back Up Database dialog box appears.
Step 4) Set the database backup file name.
Select Disk for the type of backup destination and click Add.
Select a path and entry of your backup file name and click OK .
You will see the backup file.
Step 5) Click OK to start backup your database.
Step 6) Done
You will see the windows while finished.