You can't. That would be like trying to import your reddit comments and posts to Facebook.

Each lemmy instance, like .world or blahaj, is on its own server. There's software underneath that sends things back and forth between lemmy instances, but they're not integrated at the scale where you can just copy everything like that.

Tbh, I'm not aware of any social media that can do that.

You can copy anything you've commented or posted and save it on your own device if it's text based. You can cross post any previous posts, or repost them depending on how tolerant a given community is about reposts.