Just type mysqldump
or mysqldump --help
in your cmd will show how to use
Here is my cmd result
C:\Program Files\MySQL\MySQL Server 5.0\bin>mysqldump
Usage: mysqldump [OPTIONS] database [tables]
OR mysqldump [OPTIONS] --databases [OPTIONS] DB1 [DB2 DB3...]
OR mysqldump [OPTIONS] --all-databases [OPTIONS]
For more options, use mysqldump --help