A database in Zen Cart terms has nothing to do with files.
MySQL stores your data in its separate space, granting you access to your data via your username and password.
You cannot just copy a file to copy a database.
You use phpMyAdmin to access it (or some other tool provided by your host).
As I mentioned, data-transfer is a complex topic, and you will have a steep learning curve to accomplish what you're attempting on your own.
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