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Copying a Joomla! website is a two-part process: you must copy the files and you must copy the database (which is where the content is stored). Copying the files and copying the database are separate operations. Which you carry out first will depend on your particular circumstances but in most cases it does not really matter. If your website is being updated frequently and you need to take your website offline while the copy takes place then you will probably want to perform the database copy last so as to minimise downtime.