Is it possible to backup a single domain/subdomain that belongs to a subscription with many domains?
This functionality is not implemented in Plesk. Vote for a feature at Plesk UserVoice
The top-ranked suggestions are likely to be included in the next versions of Plesk.
As a workaround backup the entire subscription:
Go to Subscriptions > example.com > Backup Manager and click Back Up:
Specify backup settings and click OK.