JAM,
To go back to your first question, yes you can back up to a disk device using DBACOCKPIT. To do so, you must first use the SQL Management Studio to create the backup device.
Note, for this example I just quickly created a temporary device to illustrate. In reality, you would want to create several backup devices to accommodate full backups, differential backups, transaction log backups, master/msdb backups, etc. This is just to show that it can easily be done.
Anyway, once you have created the device in SQL Management Studio, it will now show up as an available device in DBACOCKPIT.
Now you can use DBACOCKPIT to schedule backups.
This should get you started with the mechanics of how to use DBACOCKPIT to schedule full, differential, and transaction log backups of your SAP database, as well as full backups of your master and msdb databases. As Shkelzen said, these last two are also critical to back up, but TempDB is not critical (it is recreated automatically whenever SQL Server starts, so there's no point). Model is important to have one backup of, and then you only need to get a new one if you make a change to it, as this is just a template for creation of new user databases, and you will probably never actually modify it for SAP usage. However, the SQL Management Studio maintenance plan for backing up system databases will by default include this, and as it's so small, it is of no cost to do so.
The exact design of an excellent backup strategy is another question. This is about the mechanics of setting it up, not the plan.
Regards,
Matt