Lots of limitations on the capabilites to merge stuff and you basically have to use the clipboard.

While running Alice, copy what you want to move to the clipboard. Then close the current world - but don't close Alice - load your new world and try to drop the contents of the clipboard into the new world. This works for code - assuming everything referenced is in the new world - but not objects.

For objects, save a copy under a new name and then import it.