>Is there any problems in sending SQL as an intact Database
> from one location to another and then running up an app
> at the other site.
No this shouldn't be a problem. You can do this creating a back up of the database on one site and restoring it at the other side.

You can also detach the database in one site and attach it at the other side.

>What are the extensions in SQL (Are they like .DBC , .DBF
> or is everyting in one access type file like a .MDB ?
A database typically have an MDF and a LDF. I believe there are also NDF files.