If the site is running XenForo, you just need to do a XenForo to XenForo import. From the site you're importing into, go to Admin CP > Tools > Import External Data, select XenForo from the list and follow the on-screen prompts.
Unfortunately it isn't as simple as just merging stuff together, that's why there's an importer to do it properly. Some of the steps are optional, you don't need to run them all. There's also options related to merging users either automatically or manually when you import in a user who exists in both sites (based on username and email address).