mysqldump -h localhost -u username -p database_name > database_backup.sql

Obviously the parameters changed accordingly, localhost should be fine considering the use of the shell, while database_name username must be adjusted accordingly. After the sign > is the name chosen at your discretion. Once given the command will be prompted for a password to access the database to its content.

Can also directly produce a compressed slightly by changing the syntax as follows:

mysqldump -h localhost -u username -p database_name | gzip -9 > database_backup.sql.gz

where performs gzip compression (-9 parameter indicates the best compression possible), this is useful if you download the file through the Internet.

First we need to declare some critical data like username and password, so i strongly recommended to store this value into a different file where php will ask tables and data, this for security reason.

In the php convension, usually we make a file called config.inc.php, because the .inc between the file name and real extension, dont show nothing if directly called to your browser.

Let’s make this file usually called config.inc.php

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      <?php
      //database parameters
      $db_host = "localhost"; //usually localhost, but can be an IP
      $db_user = "myusername";
      $db_password = "mypassword";
      $db_name = "mydatabasename";
      ?>

Now we must pass to php this values, if you are planning a project, usually is a good idea to make next step to a file called database.php and perform the connection.

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      <?php
      include("config.inc.php");
      //now check our usr/pass credentials
      $db = mysql_connect($db_host, $db_user, $db_password);
      if ($db == FALSE)
      die ("put here an error message");
 
      //now we see if database name can be read/write
      mysql_select_db($db_name, $db)
      or die ("ERROR: your parameteres are wrong");
      ?>

With mysql_connect your have ask a connection to database server with your username and password, usually on shared service, your credentials give access to one database, so the server must reply if you have a valid account on it. Be careful, the variables $db_host, $db_user, $db_password must be passed in the order of example above.

With mysq_select_db you ask the permission to read/write on database name, with previous credentials.
Both functions are native PHP functions, and they can perform only a TRUE or FALSE, no database data is exchanged yet.