SQL backup files can quickly become very large and it might take a lot of space, which can cost quite a lot of money, so SQL Server enables you to compress them. You can set the default backup compression behaviour and also override this setting for individual backups. But there are few restrictions apply to compressed backups. Compressed and uncompressed backups cannot co-exist in a media set. Backup compression is not available in all editions of SQL Server. Compressed backups only available in Enterprise, Business Intelligence, and Standard Editions of SQL Server. By default, compression significantly increases CPU usage, and the additional CPU consumed by the compression process might adversely impact concurrent operations.
Creating compressed backup by T-SQL
BACKUP DATABASE Sales_DB
TO DISK = 'F:\Backups\Sales_DB.bak'