Configure Exchange backup using Windows Server Backup

1. Start Windows Server Backup.
2. Select Local Backup.
3. In the Actions pane, click Backup Once… to start the Backup Once Wizard.
4. On the Backup Options page, select Different options, and then click Next.
5. On the Select Backup Configuration page, select Custom, and then click Next.
6. On the Select Items for Backup page, click Add Items to select the volume(s) to be backed up, and then click OK.

   Note:
   Choose volumes and not individual folders. The only way to perform an application-level backup or restore is to select an entire volume.

7. Click Advanced Settings. On the Exclusions tab, click Add Exclusion to add any files or file types you want to exclude from the backup.

   Note:
   By default, volumes that contain operating system components or applications are included in the backup and can’t be excluded.

8. On the VSS Settings tab, select VSS full Backup, and then click OK, and then click Next.
9. On the Specify Destination Type page, select the location where you want to store the backup, and then click Next.
   • If you choose Local drives, the Select Backup Destination page appears. Select an option from the Backup destination dropdown, and then click Next.
   • If you choose Remote shared folder, the Specify remote folder page appears. Specify a UNC path for the backup files, configure access control settings. ChooseDo not inherit if you want the backup to be accessible only through a specific account. Provide a user name and password for an account that has write permissions on the computer hosting the remote folder, and then click OK. Alternatively, choose Inherit if you want the backup to be accessible by everyone who has access to the remote folder. Click Next.
10. On the Confirmation page, review the backup settings, and then click Backup.
11. On the Backup Progress page, you can view the status and progress of the backup operation.
12. Click Close to exit the Backup Progress page at any time. Any backup in progress will continue to run in the background.

Check backup status, run command from Exchange Powershell

Get-MailboxDatabase -Server <ServerName> -Status | fl Name,*FullBackup

Ref: https://technet.microsoft.com/en-us/library/dd876854(v=exchg.150).aspx