Sometimes our requirement is to export/download the latest database from live/test server.
We can easily create the dump on our server and then copy paste it from server to your local machine using Win-Scp.
But the issue comes when the size of our database becomes quite large, in that case we do not prefer copy-pasting it from sever to local because it may hamper your work.
So best suggested way is to download it via browser by making that dump in a folder that is publicly accessible in your server & then using the downloadable link to directly download it from the browser.
In Both test or live server you can follow the following steps to download it :
1) login as root in your server using putty i.e:
2) create the dump of your database in the desired path. I am using mysql to create the dump: