Export themes from my site?
You will need to have access to the web servers folder structure. You will find the themes inside sites/all/themes, sites/default/themes, sites/YOURSITE/themes or profiles/YOURPROFILE/themes. Once copied to the other Drupal installation it can be enabled under admin/appearance. More on installing a Drupal theme can be found here.

It might be that the theme you are going to copy is a subtheme of another theme. In this case you need both themes. Look inside the THEMENAME.info in your theme and look for the line that starts with base theme = 

If a base theme is defined there you need that as well on your target installation.