||I assume you are refering to a personal GDB, and not SDE?
Quite easy to share, it is a Microsoft Access Database and is a single .MDB file on your local machine. You can zip it and email or FTP or copy to CD, whatever.
To Share an MXD (sounds like what you are getting at with the layer files), save the MXD and send that to someone in addition to the MDB file containing the data. Use the option in ArcMap to use relative paths, that way as long as the MXD and MDB live in the same directoried relative to each other, all will work.
Let me know if you have other questions.