Yes, DH has phpmyadmin and it can be used to backup a database. Simply navigate to your mysql (mysql.example.com) server from your browser and supply the proper credentials.
SSH is a secure shell connection–essentially, a command line interface to the server and DH does provide access to it as well. You can easily to a MySQL dump using SSH (if you are on a windows box, download PuTTy; if you are on an OSX box, it has ssh buit in).
That being said, it would probably be easier for you to create a backup from within vB if you don’t have much database experience.
Check out Gordaen’s Knowledge, the blog, and the MR2 page.