You’re not saying what you wish to do with the dumped file.
To get a CSV file (which can be imported into almost everything)
.mode csv
-- use '.separator SOME_STRING' for something other than a comma.
.headers on
.out file.csv
select * from MyTable;
To get an SQL file (which can be reinserted into a different SQLite database)
.mode insert <target_table_name>
.out file.sql
select * from MyTable;