Are you looking to do it for archive purposes due to space / retention reasons or as an actual backup and do you have Management High Availability deployed?
Example Scripts:
https://community.checkpoint.com/t5/Management/Automate-Log-copy-to-external-SFTP/m-p/125112
Best Practice:
sk122323: Log Exporter - Check Point Log Export
sk108902: Best Practices - Backup on Gaia OS
sk98126: Best Practices - Configuration of logging from Security Gateway to Security Management Server / Log Server
Refer also:
sk92440: Move log files off Security Management Server for viewing at a later time
sk30569: Performing SCP (Secure Copy) between SecurePlatform/Gaia Servers
CCSM R77/R80/ELITE