If you want to transfer a Drupal site to another hosting you should always move the database. This database may be large. Too large to import using the standard mysql tool. As an example, I have a 200MB file here.
Bigdump.php handles this ... You bring the bigdump.php file to the root (or another folder) of your server, along with the sql file. Then go to the file. Type the path .. You see sql, csv files to import. You must first fill in the bigdump.php file data with the database settings (name, user, password, ..). Look for it carefully at the link associated with this discussion.