Kevin,
The mdf and ldf is a database file.
To backup the physical files the SQL services need to be stopped.
To backup these files with an "online" backup, you will back it up through your SQL agent.
Not knowing why they would need the mdf and ldf, a bak file should be fine. You can run a SQL backup through SQL and backup the flat bak file.
Please let me know if this answers your question.
Patty