Copy a SQL Database to a web server?

I have a web app that utilizes a SQL Server 2008 Express DB. I have never copied a SQL Server DB to anywhere. I can access the DB within my app in Visual Studio. I'm going to guess that when I publish my app, the database doesn't automatically go with the rest of the app files. So, how do I get my DB to the web server? Plus, can it just set in the root directory or should it go in a specific location?

Thanks,

Aside from the web app, hosting site also needs to host the database, e.g. http://www.verio.com/products/hosted-servers/

Note the "Host a SQL database" link at the bottom left under Small Business Solutions. Connection string will have to be modified accordingly.