Hello Maria,
If the files cannot be copied then the database server has not been stopped. Check the task manager for any DBSRV12 processes. It might be easier to stop the BI service agent so that all processes are stopped.
If you want to use the steps shown in Mark Williums post, search for the utility dbbackup.exe instead of the SQL Anywhere 12 directory. That was the default installation path. When SQL Anywhere is embedded the path can be customized so search for executables instead.
Thanks
Mark