When I run:
sudo mysqldump -A -uroot -pthepassword /home/afd/localhost.sql

I get:
Usage: mysqldump [OPTIONS] database [tables]
OR     mysqldump [OPTIONS] --databases [OPTIONS] DB1 [DB2 DB3...]
OR     mysqldump [OPTIONS] --all-databases [OPTIONS]
For more options, use mysqldump --help


When I run:
mysql -A -uroot -pthepassword /home/afd/localhost.sql

I get:
ERROR 1049 (42000): Unknown database '/home/afd/localhost.sql'