Hello,
You can follow 2 ways to backup a running VM.
1 + Make a clone using VMware vCenter (VCSA), and copy the new created files, with SHELL commands, as CP, (SHELL and SSH must be enabled),on a other place like your NAS (Synology).
In fact, I don't think, it's possible to copy the VMx and VMdk files, directly, without a clone.
2 + Use a Software, as VEEAM, to Backup or Replicate, the VM to a other place, as your NAS.urchase
It seems to be easy to do.
The VEEAM backup can be a separate Windows Server (maybe Linux ?), or a VM.
In the 2 cases, you must purchase licences (vcenter and/or veeam).
Regards,