There are no restrictions for creating a backup of Windows Server 2019 to the same server. The only condition is that there must be enough disk space. However, making a backup to the same server is not recommended for security reasons. For example, if the server gets infected with viruses or is compromised by intruders, both the server and the backup can be damaged. Therefore, it is recommended to store the backup somewhere else. For example, in a cloud storage or a special storage service. If several disks are installed on the server, it is advisable to store the backup on a separate disk. In case of failure of the main system disk, the backup will not be damaged. Storing backups on the same server only makes sense when you need to quickly roll back the system after changes to the database or site. This can take less time to download files from remote sources.