ESXi is not a supported solution to back up by Veeam. Only VMs, physical devices which support installing Veeam Agents (Windows, Linux, MAC, AIX, Oracle Solaris), and file share devices…. all items shared here in Veeam’s Platform support

VMware provides a non-intuitive way to backup an ESXi Host. See their KB.

Shane beat me to it, but check his KB for backing up the host configuration.  It’s not hard (though I agree that it’s not the most intuitive), and it can be scripted.  But in a lot of scenarios, there’s not a lot of need.  Setting up a host tends to be pretty easy, especially in small environment.  VMware also has ways to configure hosts using host templates and the like should a host need to be rebuilt in a more automated fashion such as may be found in larger environments.