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copy all your files from your server to your new server.. you will need to change the info in mainfile.php with your new database names, username etc and paths..
in mysql, dump the database as an sql, and make sure it's both structure & data selected, tick the box that says use drop tables.. altho not necessary if ur importing to an empty database..
u may need to split the dumped file into smaller files and upload in stages as sometimes time outs occur..
but with that error message ur receiving it sounds like ur imported file is of the wrong format.. if it's compressed (zip or gzip) then make sure to unzip it 1st and import the sql file and not the zipped file..