Actually, that is often a lot of faff since phpmyadmin won't accept large incoming files to restore. You can copy the dumpfile locally and import from there, but even then often times out.
If you just want the setup and not the events, then phpmyadmin is handy since you just select all the tables except events (the really large one) and do as PacoLM says.
If copying the lot though;
That creates DUMPFILE.SQL containing everything from zm's database. Copy that file to the new machine with zoneminder already installed (but stopped) and add it to mysql with;
Remember to copy turn off zm before importing the new db, and to copy across all the jpg files (/var/cache/zoneminder by default). If you don't copy across the jpgs, zmaudit will kill all your new events as orphans. (But will keep your events, monitors etc)
Only when both bits are installed can you restart zm and check all is good.