The fortimail allows both; local and remote schedule backups. With remote we have the choice of FTP or the preferred secured SFTP protocol.
Here's the cli command for establishing a backup schedule;
and to verify the config;
NOTE: The only bad thing with remote backups, you can only list one destination and one schedule for both locally and remote backups. You can't defined unique schedules for the 2 methods or list multiple remote destinations
Ideally we want to backup to 2 or more destinations, and local-only backups are a waste if the unit has a catastrophic event .
When the unit backups the configuration, you will receive a log message indicate such activity has taken place.
Here's a few screenshot of a similar fortimail appliance WebGUI for backups;
I hope this makes your understanding of the backups scheduling methods for the FortiMail Email Security Appliance.