For regular WordPress installations, everything is almost always in one database, with some rare exceptions. As long as you download the correct database from phpMyadmin, you will have all the data contained in that database.
If this stuff is critical to you then I reccomend setting up a copy of your site on other hosting or on your computer to ensure everything works.
Important to note this is just the database, if you are backing up your entire site, you still need to download all the files that make up your site, such as the upload folders, plugins, themes and config file.