Which sqldump file to upload and how?

Okay, I’m trying to move my blog to a new domain. I’ve followed a bunch of links to different sites and so far all I’ve done is backed up my old database for WordPress (which I could’ve figured out on my own) and uploaded WordPress onto the new domain. I still have to get all the old entries from the backedup database to display in the new wordpress on the new domain though (note that this is with version 1.2 or so).

The backup was downloaded in the format of a .gz file. I can open select files of that with Winzip, one by one, but it asks me to put in the file name of the file I want to open from the .gz file for them, and I really don’t know what I need, or whats really in there. I’ve so far opened up the wordpress.sql and localhost.sql files and uploaded those with my FTP client, but that didn’t do anything.

I’ve tried going into the PHPMyAdmin to upload those files, but there is no “upload file” area or anything (whether in the new database or in the database area in general). So what should I do? And please don’t just direct me to another website; those are never specific enough for what I need to know.