In phpMyAdmin, how can I execute mysqldump query?
The command you posted does not execute from within PHPMYADMIN

That is supposed to be executed in the OS Shell

There are many web pages that explain running a backup of MySQL with PHP

For example, if you go to How to backup your Mysql database with phpMyAdmin, you will learn how to do the backup starting from the Export tab as well as doing the mysqldump from the OS.