First, note the kuids of the content you wish to import, then open CM2, and from the drop down menu, top left, select import content. This lets you navigate to the 04 Despatcher/Downloads folder. Then just select and click.
Be aware that a many 04 assets will be faulty in 09, and will need fixing. Whether you can fix them or not, depends on what the faults are, and your ability in that area.