Hello @Gokhan Varol ,
Azure SQL Database and Azure SQL Managed Instances cannot be backed up the same way as a general SQL Server database. They both undergo the Automated Backup procedure by Azure. Full details here: automated-backups-overview
You can review their retention period and monitor usage, which are explained on the full article mentioned, such as at automated-backups-overview.
You may also see the full features comparison of Azure SQL and SQL Managed Instances on this link: features-comparison
You will notice that on the full features comparison, it is mentioned that you can perform COPY-ONLY backups on SQL Managed Instances. This is detailed here: transact-sql-tsql-differences-sql-server. In case you are not aware yet, COPY_ONLY is mostly used when you want to refresh a development or acceptance environment and not for retention purposes:
COPY_ONLY Specifies that the backup is a copy-only backup, which does not affect the normal sequence of backups. A copy-only backup is created independently of your regularly scheduled, conventional backups. A copy-only backup does not affect your overall backup and restore procedures for the database.
Copy-only backups should be used in situations in which a backup is taken for a special purpose, such as backing up the log before an online file restore. Typically, a copy-only log backup is used once and then deleted.
Source: backup-transact-sql
Cheers and best regards,
Ricardo T. Piekarski