Select the option in Artifactory as an administrator user. Choose to export everything with all options enabled. Choose somewhere on the server to store the files and copy these to a required location.
In order to import stuff in to Nexus, trigger the following commmand from the base-folder where the files were exported to (e.g .m2/*).
find . -type f -not -path './mavenimport\.sh*' -not -path '*/\.*' -not -path '*/\^archetype\-catalog\.xml*' -not -path '*/\^maven\-metadata\-local*\.xml' -not -path '*/\^maven\-metadata\-deployment*\.xml' | sed "s|^\./||" | xargs -I '{}' curl -u 'uploader:uploader' -X PUT -v -k -T {} https://<nexus-url>/repository/libs-release-local/{} ;
That is it. All files and folders should be created in Nexus within the defined portion (example above shows libs-release-local) :-).