I just rooted my Nexus 5 using this method: http://www.phonearena.com/news/How-to-root-Google-Nexus-5_id49014
I also enabled USB debugging in the developer options.<
The pull command is:
adb pull source dest
When you write:
adb pull /data/data/path.to.package/databases/data /sdcard/test
It means that you'll pull from /data/data/path.to.package/databases/data and you'll copy it to /sdcard/test, but the destination MUST be a local directory. You may write C:\Users\YourName\temp instead.
For example:
adb pull /data/data/path.to.package/databases/data c:\Users\YourName\temp