Hi Tiago,
Do you need to download a local copy, or just preserve a backup of the current model?
If you just need to preserve the current model, you can do this under Manage Models -> Copy & Archive, which creates a clone and automatically archives the model (and does not count against your storage size limits). However this only stores the model within Anaplan, and does not provide a local version of your data.
If you need specific data downloaded to local storage, you can create export actions for each List and Module (under Data -> Export), and then create a Process Action to string them all together (in the settings menu, in Actions, New Action -> Process..., then edit the new Process to include all of your exports). This will provide one button/action to export all your needed data to local storage.
Hope that helps, good luck!
-Chris Weiss