For a detailed explanation of mysqldump you should look at the MySQL documentation or search the web. Here is a site that explains it:
Which file? You say that you have no access to the database?
I think you can import it with phpMyAdmin.
I searched the web and found some instructions on how to restore a db from a copy of the physical files.
Read everything here and follow instructions. Maybe it works. Take a copy of everything and try on a copy before until you have a fully working solution.