At the moment, you need to use a tool like phpMyAdmin to import the SQL file saved from WP Migrate DB. We are working on a Pro version of this plugin that will remove this step though. Subscribe to our mailing list at http://bradt.ca/wpmdb-subscribe-form.php.
So then if I understand your above conversation:
I’ve exported my site using migrate DB to my desktop and have a “.sql” file there. To import it to my new location I use phpMyAdmin (never used) via cPanel and import the .sql file into the database (in my case _wp58) then I should be able to go to my new domain and see my site all imported?
sorry, really new at this…
You may want to check out the pro version released last month, which allows you to do a full migration from within your WordPress dashboard. No need to use phpMyAdmin. http://deliciousbrains.com/wp-migrate-db-pro/