I recently moved my settings, mail and filters from Eudora 4.3/OS 9 to Eudora 6/OX 10.3. All of it went into the Eudora Folder inside the Documents Folder on my OS X drive named Nice Kitty.
I didn't need to configure anything in Eudora because I moved the settings file. Just remember to remove anything that has the same name as what you are moving into the new folder. If I remember correctly, unless you have already configured the new Eudora installation, there won't be any settings files to remove/replace.