Use zip or your favorite backup program to bundle-up %SPLUNK_HOME%\etc\apps\<app name> then copy the bundle to the other Splunk instance and un-bundle it. "<app name>" refers to any app you installed on Splunk. Do not copy built-in apps unless the two Splunk versions are identical. You'll also want to copy %SPLUNK_HOME%\etc\apps\search\local\*.
Please tell us more about what you wish to accomplish. Export in what form?
Since Splunk is installed on Windows, I'll presume it's an on-prem installation. That means the saved searches, report, and dashboards are all available in the file system.