is the database stored on many different computers or is it on one central server?

if its on a server and you want it to backup to a users workstation you will have to use UNC paths and start sharing folders and assign the nessesary rights.

if its many different db copies on many different machines, then you need to go into services.msc, find the account running SQL SERVER, and then ensure that account has the correct access to the folders which you can do by right clicking the folder then looking at the security tab.