Over on the WebCT Gateway site, there is a new screencast available, on creating and downloading course backups in WebCT CE 4.1. As noted there, this is a visual representation of information that is available in the WebCT help files. For your convenience, the direct link to the .mov file is also available here.
I’ve also taken this opportunity to experiment a bit with google video. The Google Video version is fuzzier and smaller, but you can get a general idea of where things are from watching it.