Go to your server directory and copy (Ctrl+c) your world and paste it into your new server directory. If it's hosted on the internet, you can search around your host's control panel to see if there is a world download button. If none of those work, I recommand installing WorldEdit to your server, mark the area you want to save and port it to a .schematic file. More info on that here http://wiki.sk89q.com/wiki/WorldEdit/Clipboard