You need to create a SSH account from your Control Panel > Hosting Tools > SSH Manager section.
To export a database use your configured SSH account by executing the following command through SSH:
mysqldump -h [DB HOST] -u [DB USER] -p[DB PASS] [DB NAME] > /home/www/database.sql
All the database settings – [DB HOST], [DB USER], [DB PASS] and [DB NAME] should be written exactly as they are displayed in your Hosting Control Panel -> Database Manager section.
The database will be exported into your hosting account and you will be able to find it at /home/www/database.sql.
You can change the export path by simply editing the last part of the command.