Download all files for a start.
But your website probably also uses a database. So you need to export the database to a file and download that too. That's not really a WinSCP question.
I would also expect that Joomla has a backup feature built-in.

Dear friends,

I am new to WinSCP and in general not a real IT-literate. So please bear with me. In particular, it is almost impossible for me to find my way through the F.A.Q.s and forum, as I am missing the basic jargon.

I was managing a huge website for an association that is now meant to close soon. For the records and to honour all the hard work of the past 5 years, we wanted to have a full back-up of the website saved locally.

The site was based on Joomla and I have made a full back up just now.

What is the safest procedure via WinSCP to save it all, settings and contents included?

Thanks in advance for your precious help!
EU Events team