This paper reports bolometric observations of dust emission from the giant star-forming H II/GMC complex Sgr B2, made at lambda1300 mum and lambda870 mum with the 30m radio telescope of IRAM and at lambda1300 mum and lambda2.9mm with the 15m radio telescope of SEST. Three compact (less-than-or-equal-to 0.4 pc) components of dust emission N(orth) = FIR1, M(iddle) = FIR2, and S(outh) = FIR3 are embedded within an extensive (4 pc x 11 pc) lower-density envelope. Combining the flux densities from our observations - corrected for free-free emission and molecular line emission - with others reported in the literature, we have produced continuum spectra for the integrated dust emission of the Sgr B2 complex and its 3 principal components. Based upon a spatial and spectral decomposition we determine the physical characteristics of the 4 components. The 3 compact sources have dust temperatures almost-equal-to 45 - 60K, and the extended envelope, almost-equal-to 19K. The extended envelope contains most of the mass (almost-equal-to 95 % of the total Of M(H) almost-equal-to 8E5 M.) while the star-forming cores FIR1, 2, and 3 contribute more than half of the luminosity. We compare the cloud characteristics - M(H), n(H), L(IR), L(IR)/M(H) and the infrared excess L(IR)/N(Lyc)' hnu - derived for Sgr B2 with the corresponding characteristics of the H II/GMC complexes W49A and W51A located within main spiral arms and with the GMC M-0. 1 3-0.08 located within less than 50 pc of the Galactic center. While M(H) and n(H) are comparable for all 4 clouds. the luminosity/mass ratio in W49A and W5 1 A is found to be 9 and 17 times, respectively, that observed in Sgr B2. Although M-0. 130. 08 shows 2 mass condensations with M(H) almost-equal-to 2-3E3 M. and n(H) almost-equal-to 5-6E5 cm-3, which are typical for massive star- forming cores, this cloud shows no indications of massive star-forming activity. The 60K dust emission of the Sgr B2 component FIR 1 is absorbed by a foreground, cold dust layer that becomes opaque at lambda almost-equal-to 100mum. Hence, this component is embedded much deeper in the extended envelope than FIR2, which shows no signs of absorption. We present and discuss new IRAS images of Sgr B2 and its surroundings. Sgr B2 appears in the lambda100mum and lambda60mum images as emission maxima where the A 100 mum/lambda60 mum color temperature attains a value of about 35K. At that position the corresponding beam-averaged (3' x 3') optical depth of the IRAS data is tau100mum < 0. 1 compared to an expected optical depth of the extended envelope of tau100 mum almost-equal-to 4. It appears that the dust inside this envelope of Sgr B2, seen at millimeter and submillimeter wavelengths, is too cold to be visible in the IRAS images that mainly trace the warmer diffuse dust and the dust in the outer skin of GMCs. This conclusion is supported by the fact that other emission centers seen in the IRAS images have higher color temperatures but are not associated with compact GMCs or cloud cores as seen, e.g., in the lamda870mum survey of Lis & Carlstrom (1993). Most of the heating of the spatially extended dust seen in the IRAS images is due to the interstellar radiation field (ISRF) contributed by old, medium-mass stars whose volume density increases towards the Galactic center rather than by recently formed massive stars. This heating explains why the color temperature also increases toward the Galactic center.