When you protect your VMs using Azure backup server (MABS), you select to back up to the MABS local disk for short-term storage and to Azure for online protection. See the reference for Azure backup server architecture - https://learn.microsoft.com/en-us/azure/backup/backup-architecture#architecture-back-up-to-dpmmabs
Appreciate if you could elaborate on this "Is it necessary to backup where the azure backup server is installed? If yes, how can I restore to export the other VMs I lost?
If not necessary, how can I configure azure backup server to recover the VMs?"