I don't believe you can do that from Forge directly.
You can ssh into the forge server and use mysqldump.
mysqldump -u forge -p your_db_name > your_backup_file.sql
just change the your_db_name to the name of your database and the same for whatever you want to name the .sql file (your_backup_file.sql).
-u flag is username, I'm assuming it's the "forge" user, if not change that. When you execute the command, it will ask you for the db password for that user. It will save the file in the same dir that you execute the command. If you want it somewhere else, specify the path to save it, /the/path/to/save/your_backup_file.sql