How to backup to local drive and network drive simultaneously?
As the documentation shows, MIRROR TO is only available in the Enterprise editions of SQL Server 2005+.

If your end goal is only to have a redundant backup for safekeeping in a different location from the local disk, and they don't have to be the same backup, then you could just do them in sequence in a single batch.

BACKUP DATABASE [MGEC_STAGE] TO DISK = N'XXXX.bak' WITH INIT;
BACKUP DATABASE [MGEC_STAGE] TO DISK = N'Network path \XXX.bak' WITH INIT;


If the backups have to be identical, then you will just have to perform the backup to the local drive and copy it, using any of (among other options)


xp_cmdshell and the xcopy/copy command
Windows Task Scheduler sqlcmd command line and xcopy/copy, assuming you (i) are performing the backup using a schedule (e.g. SQL Agent) and (ii) know how long it will take, timing the copy to occur soon after
SSIS package, along the lines of the Windows Task Scheduler