Where do I find the XML file for importing it to a different site?

One of the projects I'm working on has changed their named. And of course their domain name. So I have the domain hosted with WP. Now I'd like to transfer the files (posts, users, comments, categories) to the new hosted site. I've done this before, without a hitch, but I'm having trouble finding the xml file in the old site. I do see something called xmlrpc.php in the root. Is this it? Or if not, what do I look for and how do I find it?

Also, this will not transfer plugins and themes, correct?

Thanks.