Playlists cannot be imported or exported.
All you can do is to backup the Plex data folder (particularly the Databases folder) as well as the registry data, then restore these on the new machine.
https://support.plex.tv/articles/201539237-backing-up-plex-media-server-data/
A Powershell script to automate it: PSA: Script to back up and restore Plex app data on a Windows system
Keep in mind to also restore the media file locations exactly as they were before.
i.e. if your music has been on drive letter E:\Music before, it should be in this location on the new machine as well.
If the hardware allows it, put the plex data folder (this is NOT the folder with your media files!) onto a separate drive (preferably an internal NVMe stick, if your media collection is large).
This then also helps preserving the plex data in a case of a Windows “repair installation” or switching hardware.