Vai in command prompt:

sqlcmd -U sa -P password -S localhost\session -Q "BACKUP DATABASE NomeDatabase to DISK='C:\Backup_DB\Backup.BAK' WITH INIT"
c:\batch\7z.exe a -tzip C:\Backup_DB\NomeDatabase.zip C:\Backup_DB\NomeDatabase.BAK
del C:\Backup_DB\NomeDatabase.BAK

Potete creare un file .cmd e schedularlo in Windows.