..bck and .bak will both work - they are just file extensions and have no real bearing on the content of the file...
The easiest thing to do if you aren't that familiar with SQL Server is to use SO Manager or SO Admin to create a database backup (SO Manager, Utilities/Backup Database : SO Admin, Database/Backup), then use SO Administrator on the target machine to Database/Create a new Db from the backup. Some backups created by Jobs and maintenence plans may contain multiple backup sets, or be partial/incremental backups. HTefile created by the RMS backup functions will always be a very simple complete backup in a single file.
In the case of a backup file, it doesn't matter where you save it - put it on the desktop if you like - SQL Server (even MSDE) will create new data and log files in the proper location (or at least the default location - proper is subjective) when you restore the database from SQL enterprise Manager OR when you CREATE the database in SO Administrator...
You can also Detach/Attach the database - see SQL Server Books Online for more information.