NOTE: vzbackup is deprecated. Use vzabackup instead:
113790 PVA Backup: Servers, roles, and processes
It can be done with the following command:
vzbackup storage -a \\server\shared_folder -u login -p password
If you would like to check this setting you can do it with:
vzbackup storage -G
Note: If server is included to AD domain login should be provided in the form "domain\user"