DB - local to a friend
To export your database, for example to migrate it, simplest option is to use Backup and Migrate module.


  Back up and restore your Drupal MySQL database and files or migrate a site between environments. Backup and Migrate supports gzip, bzip and zip compression as well as automatic scheduled backups.


Emphasis mine.

To do it with Drush, use:

drush sql-dump &gt; my-sql-dump-file-name.sql


You need to have mysqldump installed in your system. In Linux, it usually can be found in mysql, mysql-client or similarly named package, and installing it should take care about path configuration etc. In Windows, it's probably already in path like C:\Program Files\MySQL\MySQL Server 5.6\bin (depending on where you have installed it). Make sure to add that path to system's PATH variable (My Computer -> Properties or similar, depending on Windows version; look for "system variables", "environment variables", names like that).