Export from the old site. Import to the new site. Documented here: http://codex.wordpress.org/Importing_Content
There are other ways, but that is the easiest in most situations.
Thanks,
I have a problem for Media library, when I moved posts and comments (images are not included) and I did move images from old one to new one, it doesn’t work and missing all images. What should I do?
Did you move them with the same directory structure?
Check the actual location of the image concerned with the url as per the source of the page with image not found error.
S.K
