Some addons may provide you option to import and export, go to import section and you will find supported addons there, and some may give you option to import and export from the menu of that addon.
The last resort is phpmyadmin to phpmyadmin, however it might not work for addons which are dependent on threads,posts and forums, in those cases you might have to modify the xenforo importer and add the appropriate code for importing that data in it.