If you're using Pantheon's free development hosting to build your site, you'll have access to the backup tools that are part of their hosting platform. Note that automatic backups only happen if you have a paid plan, so you'll need to do your backups manually.

Pantheon's own documentation on backups is the most up-to-date.

If you're developing your site using Pantheon's free development hosting, the process of connecting to the server directly using SFTP is a little different. The most up-to-date documentation is available in Pantheon's own documentation.

A tip: don't forget to change the default port value in your SFTP client. By default, the SFTP client tries to connect on port 22, and Pantheon's servers expect a connection through port 2222.