This article explains how you can extract all Tables, including Data, to an Excel file. Every Table will have it's own worksheet. The code does need an excel application installed on the server, while it's using Office Interop.

To get this code to work, you need to add a reference to Excel.dll by using Add Reference on the project and selecting Microsoft Excel 9.0 (or 10.0) Object Library from the COM tab on the Add Reference dialog.

And then import the following namespace:

Imports System.Runtime.InteropServices.Marshal

Now add the following class to your project:

Private Sub create(ByVal sDatabaseName As String)
Dim dsTables As DataSet = New DataSet

'Get all Tables from database
dsTables = getAllTables(sDatabaseName)
'Create Excel Application, Workbook, and WorkSheets
Dim xlExcel As New Excel.Application
Dim xlBooks As Excel.Workbooks
Dim xlBook As Excel.Workbook
Dim tblSheet As Excel.Worksheet
Dim xlCells As Excel.Range
Dim sFile As String

'File name for the excel file
sFile = Server.MapPath("~\Sheets\" & sDatabaseName & "_data.xls")

xlExcel.Visible = False : xlExcel.DisplayAlerts = False
xlBooks = xlExcel.Workbooks
xlBook = xlBooks.Add

For i As Integer = 0 To dsTables.Tables.Count - 1
    tblSheet = xlBook.Worksheets.Add
    tblSheet.Name = dsTables.Tables(i).TableName
    xlCells = tblSheet.Cells
    'Fill all cells with data
    GenerateExcelFile(dsTables.Tables(i), xlCells)
Next

'Remove initial excel sheets. Within a try catch because the database
'could be empty (a workbook without worksheets is not allowed)
Try
    Dim SheetCount As Integer = xlExcel.Sheets.Count
    CType(xlExcel.Sheets(SheetCount - 0), Excel.Worksheet).Delete()
    CType(xlExcel.Sheets(SheetCount - 1), Excel.Worksheet).Delete()
    CType(xlExcel.Sheets(SheetCount - 2), Excel.Worksheet).Delete()
Catch ex As Exception

End Try

'Save the excel file
xlBook.SaveAs(sFile)

'Make sure all objects are disposed
xlBook.Close()
xlExcel.Quit()
ReleaseComObject(xlCells)
ReleaseComObject(tblSheet)
ReleaseComObject(xlBook)
ReleaseComObject(xlBooks)
ReleaseComObject(xlExcel)
xlExcel = Nothing
xlBooks = Nothing
xlBook = Nothing
tblSheet = Nothing
xlCells = Nothing
'Let the Garbage Collector know it can get to work
GC.Collect()

'Export Excel for download
Try
HttpContext.Current.Response.ContentType = "application/octet-stream"
HttpContext.Current.Response.AddHeader("Content-Disposition", "attachment; filename=" + System.IO.Path.GetFileName(sFile))
HttpContext.Current.Response.Clear()
HttpContext.Current.Response.WriteFile(sFile)
HttpContext.Current.Response.End()
Catch ex As Exception
'An exception will be thrown, but can just be ignored
End Try

End Sub

To generate the individual sheets, the following Sub is used:

Private Sub GenerateExcelFile(ByRef table As DataTable, ByVal xlCells As Excel.Range)
Dim dr As DataRow, ary() As Object
Dim iRow As Integer, iCol As Integer

'Output Column Headers
For iCol = 0 To table.Columns.Count - 1
    xlCells(1, iCol + 1) = table.Columns(iCol).ToString
    xlCells(1).EntireRow.Font.Bold = True
Next

'Output Data
For iRow = 0 To table.Rows.Count - 1
    dr = table.Rows.Item(iRow)
    ary = dr.ItemArray
    For iCol = 0 To UBound(ary)
        xlCells(iRow + 2, iCol + 1) = ary(iCol).ToString
        Response.Write(ary(iCol).ToString & vbTab)
    Next
Next
xlCells.Columns.AutoFit()
End Sub

And now the trick to getting all tables and data from a database:

Public database as String

Public ReadOnly Property getAllTables(ByVal sDB As String) As DataSet
    Get
        database = sDB
        Dim m_dshelp As DataSet = New DataSet
        getRequestedAllTables(m_dshelp)
        Return m_dshelp
    End Get
End Property

Private Function getRequestedAllTables(ByRef p_dataset As DataSet) As Boolean

'Retrieve all tablenames from the database:
Dim sSQL As String
Dim dsTables As DataSet = New DataSet
sSQL = "SELECT [TableName] = so.name, [RowCount] = MAX(si.rows) " & _
"FROM sysobjects so, sysindexes si " & _
"WHERE so.xtype = 'U' AND si.id = OBJECT_ID(so.name) AND si.rows > 0 " & _
"GROUP BY so.name " & _
"ORDER BY 2 DESC"

getData(sSQL, "Tables", dsTables)

'Loop thrue all tables and do a SELECT *. Then add them to the dataset
For i As Integer = 0 To dsTables.Tables(0).Rows.Count - 1
    sSQL = "SELECT * FROM " & dsTables.Tables(0).Rows(i).Item(0)
    getData(sSQL, dsTables.Tables(0).Rows(i).Item(0), p_dataset)
Next
End Function

Private Function getData(ByVal p_sql As String, ByVal p_table As String, ByRef pdataset As DataSet) As Boolean

Dim objDataAdapter As SqlDataAdapter
Dim objcommand As SqlCommand
objcommand = New SqlCommand(p_sql, getConnection)
objDataAdapter = New SqlDataAdapter(objcommand)
objDataAdapter.Fill(pdataset, p_table)
End Function

Private Function getConnection() As SqlConnection
If (ConfigurationManager.AppSettings("SQLPW") <> "") Then
    getConnection = New SqlConnection("Server=" & _
    ConfigurationManager.AppSettings("SQLserver") & ";password=" & _
    ConfigurationManager.AppSettings("SQLPW") & "; user=" & _
    ConfigurationManager.AppSettings("SQLUser") & ";database=" & database)
Else
    getConnection = New SqlConnection("Data Source=" & _
   ConfigurationManager.AppSettings("SQLserver") & ";Initial Catalog=" & _
    database & ";Integrated Security=True")
End If
End Function