Plugin for moving posts etc to a new site

I’m in the process of moving my site to a new host. I’m following the method given by a member’s post as per below:
I moved my site recently and I did it this way:
1. I created a new WP install (same version of course) on my new host.
2. Via FTP I transferred all plugins and theme(s) from the old host to my pc and then to my new host.
3. I’ve set up the new version in the same way, all plugins same settings, theme set up the same way. I did nothing with categories and/or tags
4. I did a tools – export on my old host.
5. I did a tools – import on my new host. It copied posts, categories, pages, tags, comments and the uploads attached to the posts.
6. It worked just fine.
My question is points 4 & 5 re ‘tools-export/import”. Is this a plugin? Or part of WP?
Help needed here. Thanks