how to do it depends on how you are viewing your database.
I use phpmyadmin, so I can advise you on that
In phpmyadmin, select your database, click the export tab, select all tables, ensure 'save as file' is checked at the bottom of the screen and click the to button.
Then on the remote server, what I do is to create a new database, select the database and click the import tab, selecting your exported file as the data source