Begin by accessing the WooCommerce database. WooCommerce typically operates on a WordPress platform, which uses a MySQL or MariaDB database. Use a tool like phpMyAdmin or a MySQL command-line interface to connect to the database. Ensure you have the necessary permissions to read the data.

Identify the tables and fields within the WooCommerce database that contain the data you want to export. Commonly, WooCommerce data is stored in tables prefixed with `wp_`, such as `wp_posts` for products, `wp_postmeta` for product metadata, `wp_users` for customer data, and `wp_woocommerce_order_items` for order details.

Write SQL queries to extract the desired data from the identified tables. For instance, to extract product data, you might use a query like:
```sql
SELECT FROM wp_posts WHERE post_type = 'product';
```
Tailor your queries to gather the necessary fields and join tables where applicable to collect comprehensive data sets.

Use the SQL results to export data into a CSV format. Most database interfaces like phpMyAdmin offer an option to export query results directly to a CSV file. If using the command line, you can redirect the output of the query execution to a file:
```bash
mysql -u username -p -e "QUERY" database_name > data.csv
```

Use a programming language like Python to convert the CSV file into a JSON format. You can use the `pandas` library to read the CSV file and convert it to a JSON object:
```python
import pandas as pd

df = pd.read_csv('data.csv')
json_data = df.to_json(orient='records')

with open('data.json', 'w') as json_file:
json_file.write(json_data)
```

Open the generated JSON file to verify that the data is formatted correctly. Ensure that the JSON structure reflects the data relationships and hierarchies you need. Use tools like JSONlint to validate the JSON format and check for any structural errors.

Finally, ensure the JSON file is securely stored. Use appropriate file permissions and, if necessary, encryption to protect sensitive data. Store the JSON file in a desired location, such as a secure server or cloud storage, to facilitate easy access and sharing.

By following these steps, you can effectively transfer data from WooCommerce to a JSON file without relying on third-party connectors or integrations.