Sharepoint Backup

You need to backup modifications to the hive, including any custom features, site definitions, additions to the layouts folder etc

You also need to backup any modules which you may have added to the specific IIS folder.

Lastly, I would recommend using STSADM to carry out a full backup to take farm level configurations as well as the content databases.

Files within sharepoint are not stored on the filesystem - unless of course you are just indexing a network file share.

Or are the documents for instance stored on the disk drive?

That could depend on how you have SQL server 2008 set up. With Sharepoint 2010 I think you will see that more commonly used

If you backup the databases of Sharepoint, do you have everything backupped?

No you do not have copies of the SSPs, the SSO keys, the search index. In addition the configuration database and the Central Administration content database contain computer-specific information. Therefore, you can restore them only to an environment that you configure to be precisely the same, including all software updates, server names, and numbers of servers. That is, you cannot back up the configuration database, change your topology or server roles, and then restore the configuration database. Also although the configuration database and the Central Administration content database can be backed up, restoring backups of the configuration database and the Central Administration content database taken from a running farm is not supported. Which in a nutshell means in order to properly do a sql based backup you need to shutdown the sharepoint farm if you want to back it up via SQL only.

The rules of thumb are: for farm level backups use the sharepoint tools or third party backup for individual site collection backups: Less than 15 gigabytes (GB): Use Stsadm site collection backup. 15-100 GB: Use a SharePoint Products and Technologies tool, a SQL Server tool, or other database backup tool to protect the content database that contains the site collection. Larger than 100 GB: Use a differential backup solution, such as Microsoft SQL Server 2005 or Microsoft System Center Data Protection Manager 2007, instead of the built-in backup and recovery tools.

Most if not all of this info can be found in the Sharepoint Operations guide