I hope at add an automated feature to do this in a future release. However, right now, you can backup the license.php and config.inc.php files which will back up the configuration and license information. You may also want to back up and customized themes/templates from their respective directories.
If you're using a flat-file database, just backup the file from the database directory. If using mySQL, you'll have to do a SQL export or "dump" of the calendar table.