Hi Marcelo. No, not that I'm aware of. Your database is going to be either in your MySQL or MSSQL configuration depending on which database software you are using.

On our MS SQL install, the backup is stored at the default location as set by our SQL server. Well that is if we backup via our SQL server, but normally our backups are done by a dedicated backup server so our backups are stored on that server.

At least for MS SQL, you would need to check the SQL server and what backup jobs you have configured as by default there would be none.