With the add-on you can export and import user databases with all custom fields and even merge information to one database. Caution is needed though. I exported a non-XF database and imported it into XF while merging user infos. It was awesome and took a day or two to figure out the best way. But always backup everything before.
I did this using the regular import data feature that XenForo comes with. Depending on the software of the forums you want to merge, you may be able to do this smoothly on your own. As Freelancer said, backup things first and add-ons and extras would additional/custom attention.