mysqldump. Location of the file?

On the same directory you made the dump. It's ./myBackup.sql and not myBackup.sql Do an ls -all.

It is at either at root or in current directory where you run the dump command. try this command on terminal..

locate myBackup.sql

It is in the same directory where you ran this command. To check this, run "pwd", it will give you your current path. Then run the command and it will store the database file in the same directory. To get generated file properly run following command,

mysqldump --database --user=root --password your_db_name > export_into_db.sql

This will give you the "export_into_db.sql" database file. Play with it.

Enjoy...