PuTTY stores saved session settings in the Windows registry.  The settings can be transferred to another Windows machine using regedit.

To export the PuTTY registry key on the source Windows machine, click on Start> Run> and enter the following regedit command in the run dialog box:

regedit /e "%userprofile%\desktop\putty-registry.reg" HKEY_CURRENT_USER\Software\Simontatham

This command places the PuTTY registry key on the desktop in the file putty-registry.reg.  Note that the name of the registry key (Simon Thatham) is the author of PuTTY.

Copy the putty-registry.reg file to the new Windows system.  Right click the file and select the Merge option to add the key to the Windows registry.  The PuTTY sessions defined in the transfer file will be added to any existing PuTTY sessions already saved on the machine.