To export a lesson visit the course's dashboard (1) and click on the Add content option (2). Among the dropdown menu that will appear you shall see the option Go to lessons library (3).
To import a lesson click on the caret next to the Add lesson button, which will bring up the option to Import a lesson (4). Clicking to import a lesson will open a popup form which wiil ask you to upload the .zip archive of your lesson. Upload the .zip file of your lesson and click upload to import your lesson.
To export a lesson you can use the corresponding function from the Operations column of the lesson's list (5). Clicking on this option will prompt you to download the .zip archive of your exported lesson.