Cleaning the Database

I have a quick question about the option to make a backup on WP with the provided tool. Does it backup everything on the database, or just the WP stuff? I used to have a forum and never deleted the files on it, just the software. I’d like to get rid of it to free up space, and am considering a backup to another database and then just change which database my WP install looks to.

I’m not techie by any stretch, and I’m sure there are holes in my idea, so please speak up if I’m making this harder than it has to be.