Basically you want to backup the current database  and restore it at
the new locations. It's not a simple process.

I've been investigating this process recently and have found several
good resources via google. Research this well before you try it.

When it comes to databases sharepoint  only really cares about two
things, sql  instance and database  name. If you're not going to change
either one of those, SharePoint doesn't care or need to know. If you're
moving from hard  drive to SAN on the same SQL server there's nothing to
it. Shut SharePoint down, move the databases in SQL and fire SharePoint
back up. If in this process you're going to be changing  the SQL
instance name then create a SQL alias to the new Instance. Here's how
to do that,
blogs.msdn.com/.../connection-alias.
aspx. Again, nothing to do in SharePoint. You can also look into the
STSADM operation "renameserver" to do some of that too.