You can use a myriad of plugins out there, or do it manually.
Plugin:
Almost never used one, from the looks of it, this should do the job: https://wordpress.org/plugins/all-in-one-wp-migration/ – you can also search for other plugins that “migrate”.
Make sure that the exported *.zip (or other format) file contains the database, the code and other resources like uploads. Best would be to use this dump to re-install locally.
Manually:
In order to replicate a wordpress website you would need the following:
- Database
- Code
- Other resources like uploads
The code+resources is stores on the hosting, probably FTP, SFTP. You probably have also a local copy of the code, but not nessesary the resources, so try to just download it all. If you have Staging and Production, make sure to backup each separately.
The database is probably hosted by your hosting service, but stored on a separate server, if you have access to cPanel you can search for phpmyadmin. This is a graphic interface to work with your database. There you can export the database in *.sql form.
If you cannot find a way to export the database, ask your hosting provider. If you have Staging and Production, ask them for DB dump of both.
Note:
The database contains direct link to the hosting domain. Use tools like search-replace, wp cli search-replace or interconnectit