I am pretty new to this too, so hopefully I can explain it the right way...
Others might do it a different way, but this is how I did it
First you need to save the smilies you like to your computer. I put mine in the "my documents" folder and into a new folder entitled "smilies"
Second, open your FTP and then on the remote side I click on public_html, then forums, then images, then smilies.
On the other side of the FTP should be local which will be your computer. So find the smilies you saved, then you can either click on each one individually or click on the first one then at the very top of the page click on "edit" then "select all"
Then just transfer them all over using the appropriate arrow key or however you do it on yours. Once they are all transfered then you can use the smilie manager to get them to your site.