Migrating a Drupal 6 site to Drupal 7 can I copy the D6 database as a local source?
Yes, you can source the migration from a copy of the D6 database running on the same database server as the D7 site's database. Be aware: the migrate D2D wizard will ask you for a "File prefix". In the "File prefix" field, you must specify a path to the uploaded files directory of the D6 site. Those could be a local copy also.

If in addition, you are asking how to copy a MySQL database from one server to another, that may be out-of-scope for Drupal Answers. There are tons of resources on the Internet for that—your own hosting provider may provide tools to do this. But I won't stop someone else from answering if they please. Apologies if that is not an aspect of the question posed.