I use the following batch script running from c:\Backup to dump mysql and then pickup the file after our backup solution;
cd /d "c:\Backup"
C:\"Program Files"\MySQL\"MySQL Server 5.6"\bin\mysqldump.exe --no-defaults --add-drop-table --user=<username> --pass=<password> whd > whdbackup.sql
I just have a schedule task to run the batch file each night with enough time before the server backup starts. useful part is you don't have to worry about clearing down the backup and can go back to what ever nights backup you want from your backup solution.
If you need WHD to stay working while the backup happens just add the --single-transaction variable.