How To Copy Data From Sqlexpress 2005 Database?

 Hello everyone.
 i am using vwd 2005 express edition along with sqlexpress 2005.
 if i need to use database in my project. i click on database explorer and
 create a new table from the existing database.
 it is working very fine.
 But my problem is when ever i copy the project in my pen drive
and try to use in another computer, 
 the database doesnot gets copied when i copy my project folder.
 well i also tried to copy the tables from the database explorer but it
does not happen.i tried to locate where does the database get stored in my computer.
but i cant find where it resides..and even if i find which file to copy?
i think there is log file and database file in some cases.
 can some body clarify me this scenario here.
just tell me where can i find my database i m using in my project,
so that i can copy it . 
 and also whats the use of creating .mdf file in  the project.?
is this the better way of using database rather than creating using database explorer?
confused?? 

thanks.
jack..