have you changed any of default path in index.conf? if not the actual db path will be,
So I would say simply back-up the folder after shutdown the splunk service(preferred) .
Steps would be,
run the above command suggested by @areeter something like this | rest /services/data/indexes | stats values(*expanded) as * by title
make sure the path are same $SPLUNK_HOME/var/lib/splunk/ .
Stop the server ./splunk stop
backup the path, cp index_pah new_path
Hope this will helps you.
... View more