Explanation

Step 1: Create a database master key of the master database.
Step 2: Create a certificate for the backups.
Create a Backup Certificate: Create a backup certificate in the master database.
Step 3:
Backup the database: Specify the encryption algorithm and certificate to use.
References:
https://docs.microsoft.com/en-us/sql/relational-databases/backup-restore/create-an-encrypted-backup?view=sql-s