You can use the feature "Move bookmark file" to transfer a bookmark file with all downloaded pages to another location.
Click "File" in the main menu
Select "Move bookmark file"
Enter the new location directory
Press OK
This will move all bookmarks and downloaded files to the new location. Dependent from the number of bookmarks this operation can take a few minutes. Please note, that no progress bar is displayed. When the operation has finished, a message box is displayed.