If you're using phpMyAdmin, you can just select your database and hit the export tab. Export the .sql file and save it to your HDD.
It depends on your database size. Using phpMyAdmin is not feasible/possible with bigger databases. Use XtraBackup if you have a quite large database otherwise phpMyAdmin will work for you.
you can use sqlyog front end tool for mysql backup. you can export backup in few format. It you want to take backup in .csv format than this tool is good. Easy to export and import. OR you can use mysqldump utility for backing up your database in .sql format.It is command based backup method. There are also several backup tool like mysq-zrm and the tool mentioned above as well as phpmyadmin. But it is totally depends on the size of your database(mentioned by awasif) and in which format you want to take backup.