I read somebody touch on this the other day here, can't find the thread now but think it was Brandon Shelley who mentioned it. They mentioned there's no option to import/export stuff from one XenForo site to another XenForo site. When I used "WordPress" before it had this kind of similar option, you could create "articles, set-up tags, add categories" and so on with a localhost site for example, then import it all later into a live site on the web easy.
How can I move my installation to a different domain or host?
Backup the existing database and server files. Copy them to the new domain/server and update the library/config.php file with the new database details as required. It may be necessary to set permissions for the data and internal_datadirectories to world writeable (CHMOD 0777). Lastly, update the Board URL in the ACP -> Options -> Basic Board Information, if it has changed.
Note that if you are moving to a different type of web server and have Friendly URLs enabled, you will need to make the appropriate changes. Refer to the Friendly URLs section of the XenForo Manual for more details.