I have a MSSQL databse hosted on a windows server, What do I need to download a back up to my pc? I am familiar with backing up MSSQL databases, I believe I need to download a Microsoft database management program is this correct?
IF you want to restore the backup to your PC you will need a copy of the SQL database endine running and a copy of SQL management studio installed. Check out SQL Server Express
One can restore (added later - or backup) database from command line. The advantage of this is that it does not require SSMS (MS SQL Server Management Studio) setup. I sure you find a plethora of articles to choose from according to your taste through "googling" (searching on internet)
Look for SqlCmd in BOL or internet to backup/restore from command line