For 2010 you can use windows backup

http://technet.microsoft.com/en-us/library/dd876854(v=exchg.141).aspx

For 2010 you can use windows backup

http://technet.microsoft.com/en-us/library/dd876854(v=exchg.141).as

The easiest way to check the last backup is with powershell:

Example:

Get-MailboxDatabase <DB> -status | Fl *backup*

For a history, you would probably have to see what logging the backup program can do.

But was I correct in thinking its a seperate backup job for the mailbox DB, as it would be for an MSSQL DB, i.e. it cant be treated like a normal file and swept up in  the usual file server backup job?

Correct. It was to be an Exchange-aware backup so that the transaction logs are purged once they are backed up and Exchange "knows" its been backed up. 

If you tried to backup at the file system level, it would fail since those files are in use. You would have to dismount the databases to do a file level backup and that is not recommended of course.