Below are the screen shots with steps, Begin by clicking database in your phpMyAdmin panel.
You may have several databases. Click the one that holds your WordPress data, the database you created when you installed
This shows only default tables. You may have more tables — this would happen if you have any statistics plugins or anti-spam plugins.
Select ONLY those that hold your WordPress site.
Check the “Add DROP TABLE” box.
Check the “Complete inserts” box.
Check the “Save as File” box
Check the “None” for compression. If your database is very large use a compression method.
Click Go. The data will now be saved into your computer.
Keep these files safe !