If you have an excessivly large database, or you want to keep multipled databases backed up or synced, you can transfer them manually with a basic command. In this example we will connect to a remote box, and downoad a remote database to a local database.
1) First create the empty database and all users 2) make sure you have an access host on the remote box to allow a remote connection. 3) you can either upload (send) or download it (get), doesn't make much difference (assuming you've setup your access host)
So, to download from a remote box to a local db, you'd use:
mysqldump -uremoteuser -premotepass -hremote.host.com dbname | mysql -ulocaluser -plocalpass dbname
mysqldump will connect to the remote box, with the remote user/host/pass and dump the output to stdout, thus the | (pipe) will redirect the stdout to the stdin of the 2nd part, which runs all sql commands from that output into the local database.