This post shows how to export a database from the command line. You can export for backup purposes or you can export and move the sql database file to a new database server.
Here is a simple example of using mysqldump on ubuntu linux:
mysqldump -u root -p MY_DATABASE_NAME > /home/myuser/db_backup.2014.08.07.sql
And here is how to import the MySQL dump file to a new database:
mysql -u root -p NEW_DATABASE_NAME < /home/myuser/db_backup.2014.08.07.sql