Because WordPress uses a database, moving your WordPress installation from one server to another is more involved than simply moving static code and media files. The actual steps are:
- Exporting your current database from MySQL
- Copying your database backup to the new server
- Importing the new database into MySQL on the new server
- Changing all of the references from your old domain name to your new domain name
Fortunately, someone invented an amazing Plugin, "All in One WordPress Migration," to handle all of this for you. Simply follow the instructions, and move your WordPress conveniently to any server you want!