Cant I just NOT replace the wp-config.php so I don't have fix it them?
Yes. If it's set up now leave it that way.
You should click into the database to export it. There should be a link for it on the left-hand side of the phpMyAdmin screen. use the export link after that, and it will export your databse without needing to worry about choosing much. Just stick with the default settings as this is how it's going to be imported again. You don't need to do anything with the information_schema database so don't export that one.