Your indexes are held in the location specified in your SPLUNKHOME/etc/splunk-launch.conf. By default, if you aren't using any custom indexes, the location is under /opt/splunk/var/lib/splunk/. The configuration can be retained by copying $SPLUNKHOME/etc/.
But I am not sure I can simply copy $SPLUNK_HOME/etc/. We are migrating from a CentOS 5 32-bit to CentOS 5 64-bit. I found some 32-bits files related to an installed app: pdfserver. But it seems the 64-bit binaries for this app have been installed at the same time as the 32-bit binaries. Should I understand from this the copy will be fine and the application pdfserver will be ok in the new environment?