If you are talking about godaddy auctions then there are already sites like expireddomains.net from where you can download databases for free in csv or excel format.
It would definitely help if you would explain what you are trying to do. Without more info, I would say to FTP the database, but that may not do what you want to do.
If it's website database you are trying to export, you should do it from their control panel and phpmyadmin.
I think godaddy offers CPANEL now. In cpanel, you can either use phpmyadmin, which has export database feature. You can export individual tables also. Second option, again in cpanel is "backup and downloads", or something like that. Using this, you can either download full zip file of all files, or a database dump, which is gz extension I think... Then you can import this database to another site using the same cpanel feature which you used for download.
It doesn't work because you don't have access to the DB or what? In cPanel: phpMyAdmin -> your_database -> Export (in the menu) -> Go
@qwikad.com it doesn't work on my other shared server too, with large database. Only partial tables are backed up, 25-50 MB filesize, depending on PHP memory_limit For him that direct Cpanel option will work, "Backup and restore"
If you are unable to export from the cPanel or phpmyadmin, you should ask their support to create a dump file your database and you can download it using the FTP.
Hey there! I think I can help you with this. To export database content, you should perform the following steps: Log into your hosting account and scroll down to see the Databases section. Click on MySQL button. 1 The pop-up window with the list of your databases appears. Select your required database name from the list. Then click on the phpMyAdmin button on the right side. 2 Log in to the phpMyAdmin section with your database access details. Then click on the Go button to proceed. 3 In the phpMyAdmin control panel window click on your database name on the left side. Then go to the Export tab at the top middle. 4 Make sure to Select all database tables. Then choose the format of your exported file I recommend that you use SQL one. 5 Check the fields in the Options section as on the screenshot below 6 Check the Save as file field. You may set your custom name for the exported file here or leave the default settings. By default, file with backup data is named the same as your database. 7 Click on the GO button in the right bottom corner after you have finished all the preparations. Save file to your computer. 8 Now you are ready with the site data backup. You may proceed with working with your database or use the Exit button to leave the PHPMyAdmin section. Regards, Ron Peters