1) Look at the manual for mysqldump, and write the command to dump a copy of your database as to a .sql text file
2) Look at the manual for scp, and write the command to send this .sql text file to another server
3) Create a text file with the first command on the first line, and the second command on the second line
4) chmod +x this file to make it executable. Now you can run it at any time to make a backup and send it to your other server.
You can also do it in reverse. Make the backup on the server, but have the other machine initiate the SCP connection to retrieve it -- pull instead of push.
Here's a tutorial on using WinSCP to schedule the download of your backup files from your Windows PC: