@Dmitry Tyomkin Welcome to the Q & A Community Channel.
Azure Backup backs up the data, machine state, and workloads running on on-premises machines and Azure virtual machine (VM) instances. It stores backed-up data in a Recovery Services vault. A vault is an online-storage entity in Azure that's used to hold data, such as backup copies, recovery points, and backup policies. Using backup policies, you can mention when to take backup(Schedule) and how long to retain backup (Retention). In your case , I presume it should be an on-demand backup and the retention should be of long-term retention.
To understand the architecture of the backup, kindly refer this document. To implement effective solutions to protect your data, I would recommend you go through this document which articulates the best practices of Azure Backup.
As an initial step, I would suggest you to check if your resources are part of support matrix provided by Azure Backup. This document will help you to know which resources are supported.
Another important note is to check the estimated costs of storing data in Azure Backup using Pricing Calculator.