When you say backup the files, are you talking only about the project files like the base files needed to run Kentico or the files users can upload within the UI like Word, JPG, PNG, etc?
Your project files needed to run Kentico should be stored in source control. If you don't have that option then you should have a backup of the server and/or the actual Kentico project files in another safe location.
The media like files (Word, PDF, JPG, etc.) should be done as a backup plan with your server (which will most likely grap all the project files too).
Using the out of the box import/export tools Kentico has does not use any kind of Shadow Copy functionality. It is, in it's simplest form, gathering all the objects, pages, and media files and placing them in a zip file. All of the other Kentico related files needed to run the website, remain and are not exported at all.
If this isn't what you're looking for you might need to be more specific as to what you want to do.