Built all blocks, menu, taxonomies, view etc in Drupal CMS on localhost machine, but I need to export everything to the live server. Is it possible to use features or just export sql?
The Features module allows you to export all the configurations in code (instead of DB). It is very usefull when you have 2 separated versions of database, in example one for your localhost or test installation, and one for your live/production website.
However, if you want to deploy the local database to the live server too, it is not necessary to export everything with Features.
I love using features for just what you're describing you need. I admit it's a bit challenging at first, and doesn't always appear to work as expected. Here are some videos that I think may be helpful:
https://www.youtube.com/watch?v=P874hgin5xI https://www.youtube.com/watch?v=ZHbOh9bf1dg&list=PL-Ve2ZZ1kZNTykHOLO0jzRADq8iZxvzkU (several by Shane Thomas, codekarate)
If you want to export individual content, you have modules such as https://www.drupal.org/project/uuid_features, but that's not for large scale use. I think you'll want this: https://www.drupal.org/project/node_export. It makes import/export of nodes pretty easy.
Hope this helps some.