It's a lot easier to just do it through the panel using phpadmin at this link. https://panel.dreamhost.com/index.cgi?tree=goodies.mysql&
It'll even download it directly to your machine.
Note: If you are actually successfully using the command line you won't have to FTP in to see the file. It'll be right in the same directory from which you executed the command.
Note Also: DH mysql servers are not hosted at "localhost" like most documentation shows. There's not enough info in your post to make any determination as to whether you got that information correct or not.
Trust me - phpadmin is a pretty slick way to do what you're trying to do unless you want to do it as a cron job - and since you've discussed mixing ssh and ftp, I'm going to guess that you're not working with cron yet.
Wholly - Use promo code WhollyMindless for full 97$ credit. Let me know if you want something else!