I'd like to copy Splunk configurations such as dashboards, searches, etc. on a Splunk server to another one.
Is it possible? If yes, which data Should I copy?
If you want to have a common set of dashboards and saved searches, why not use a deployment server?
See: http://docs.splunk.com/Documentation/Splunk/6.3.1511/Updating/Deploymentserverarchitecture
If you want to replicate user created knowledge objects between splunk servers, you're better off using Search Head Clustering
See: http://docs.splunk.com/Documentation/Splunk/6.3.1511/DistSearch/AboutSHC
It depends on which objects you want to copy. If you have created the searches and dashboards using UI, then the files will be located in your app's local directory
Dashboards are in local/data
savedsearches are in local/savedsearches.conf
macros are in local/macros.conf
and so on..
You need to copy the metadata folder as well if you would like to keep the same permissions for your objects.
In case you want system configurations as well, its better to copy complete splunk folder. However you might need to take care of hostname, ssl configurationsand other system dependent configurations