Manually backup entire Multisite (Database)

I find it confusing that there is no mention of Multisite on the WordPress Backup Codex page.

I would like to make a manual Backup of the entire Multisite Database. Is this possible from the WordPress interface or only with other software like cPanel?

There seems to be no option to do a backup from the Network Menu of the Multisite.

When exporting a Database backup of the main site of my Network, it has the site’s name, just like each of the other sites have their own Database backed up.

Does the main site include all the other site’s Databases entirely? Is there a way to check?

Thank you!