you have to be very careful doing this. If ANY of the tables are open when you copy the db files you’ll corrupt the table. the best way to do this would be to use the command line and export the databases that way.
My guess is it’s not mentioned anywhere because it’s a really bad way to backup databases
You can use the following to dump all your databases and save all the hassle of using phpmyadmin. Also, using the—lock-tables option you won’t corrupt them.
mysqldump [options]—all-databases
You can also write a short script that will backup all your databases, then just cron it
#!/bin/sh
date=`date -I`
mysqldump --opt --all-databases | bzip2 -c > /path/to/yourbackup-$date.sql.bz2
Basic single db dump:
mysql—user=username—password database < dumpfile.sql