If you want to download a single database from backup, its not possible through the PLESK GUI. You can only download the full webspace which may be multiple GB large.
But there is a trick. The content of every webspace is stored in
Every webspace has a databases subfolder:
Visit the folder with SSH and checkout which folder corresponds to your database. Then, just download it throug your shell:
scp -r root@host:/var/lib/psa/dumps/domains/**webspacename**/databases/**your-db**/ folder-to-store
The folder contains all the backups from your database. I think by default these are the copies from the last 7 days.