I don't know how it can be done for Sql Server databases. If it had been an Access of MySql database, then all you had to do was copy the files associated with the database to a desired location.
In the case of Sql Server, however it seems that the database files(two files for each database) cannot be copied from their location.("Cann ot read ...." error).
But I can't assure you that this is the definitive answer.
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