If I understand your question correctly, you have a database that is in use. A user downloads the database file whilst it is still in use. Does it contain all the information that the original file contained?
The simple answer is 'possibly most of it' ,depending on the server, you may have indexes which have not been written/updated, also entire transactions may be missing, due to the database software using delayed writes to disk for indexes and records. It won't contain any transactions that are in progress when the copy is taken.