C:\Program Files\MySQL\MySQL Server 5.6\bin>mysqldump -uroot -p -d pagesjaunes;
mysqldump: Got error: 1049: Unknown database 'pagesjaunes;'
when selecting the database
Well, perhaps you should request a dump of database pagesjaunes
instead of pagesjaunes;
then - ditch the semicolon. Same goes for the copy request - shells don't like semicolons, they're not programming languages.