Hi There are many methods available to migrate your data from one server to another server. One is Backup and restore method;
Step1- Take the backup from the source database so that it can occupy later on the destination path such as on server 2005.
Step2- Now connect the instance of SQL Server to the destination computer (on which you want to copy the database). And if needed create the same backup devices on the destination server.
Step3- Now restore the backup on the destination server of the source database. Basically restoring the database makes all database files.