plugin directory not in dashboard

Are you using a free wordpress.com blog?

yes

then you don’t get to use plugins

you can read more at wordpress.com support forums
(this is www.remarpro.com, for self hosted WP installs)
https://en.forums.wordpress.com/

So, how can I back-up my blog? I was going to use the phpmyadmin plugin to back it up.

if you are on wordpress.com as in your website is something.wordpress.com

We can’t help you on these forums. You’ll have to go ask them at the link I provided. AFAIK you can’t add plugins, or have access to your database, or use phpmyadmin, or anything like that on wordpress.com hosted sites