There are a lot of places something can go wrong in this process, making it difficult to debug. When the XML export/import process fails to work as expected, I think it’s easier to manually export/import via .sql files and phpMyAdmin than to try and debug the XML process.
When the linked page says “go into MySQL”, in most cases that means the phpMyAdmin app which is usually accessed through your hosting control panel. In the app, select the proper database, then go to the export or import tab. Accepting all the defaults is usually fine. Just click Go to export. To import, select the exported .sql file, then click Go.
The main drawback of the manual method is you need to export the entire database, you cannot easily select to only export certain authors or post types like you can with XML.
