Could someone tell me that from one server to another, how to move together with the SMF forum database?
To fully move:
1. Open up your Admin area, seek Maintenance -> Forum Maintenance -> Backup Database, tick all the three options you get there and then click "download"
2. Back up all your files from your SMF folder to your PC.
3. Modify settings.php to recognize your new MySQL settings (new username/password/database)
4. Upload your database backup to your webserver from PHPmyAdmin (for example)
5. Upload your files to the new webserver
... and you should pretty much be done.
There are some problems with the database server, database server, because other devices used to be a problem. And if thousands of lines of the database, then I think everything should be.
We do have a guide on it in our manual:
How do I backup my SMF forum? (http://docs.simplemachines.org/index.php?topic=491.0)
How do I backup my database? (http://docs.simplemachines.org/index.php?topic=492.0)
How do I move my SMF forum to a different host? (http://docs.simplemachines.org/index.php?topic=489.0)