well .. we have replied to that many times actually.
You can simply copy the file named 'sqlyog.ini' or 'SQLyog.ini' (lettercase may differ and it does not matter). The file position depends SQLyog version: Up to 6.05 the file was always in installation folder – from 6.06 in the user profile ('AppData'). All program settings and saved connection details are saved in that file.
If you need the exact patch in 'AppData' please tell the Windows versions involved.