@ Dale
The categories and entry data are stored on the WP database, not in files. You’ll have to export the connections tables from the source database as an SQL using phpMyAdmin or similar tool and then import the SQL file into the destination database. Since you activated Connections on the destination site already, I recommend drop [delete] the connections tables before importing the SQL file. The connections tables can be easily identified in the database because they all of connections in the name. I highly recommend making backups of your databases before doing this, especially if your not too familiar on how to do this. You might want to consider using a tool like this:
https://deliciousbrains.com/wp-migrate-db-pro/
The Pro version allows you to select exactly which tables you want to migrate.
Hope that helps!
