Documentation for JIRA 4.2. Documentation for other versions of JIRA is available too. 
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JIRA data can be migrated between databases or database servers.
Import your existing data and restore your data from the XML backup (NB: use the default directory for your index).If you're upgrading to a new version, see Upgrading JIRA. Otherwise, you can use native database tools to migrate to the new database server. After the database is populated, run $JIRA_INSTALL/bin/config.sh (Linux) or %JIRA_INSTALL%/bin/config.bat (Windows). This opens a GUI tool for changing the database URL settings.
If you don't have GUI access or would prefer to do it via the command line, the file is $JIRA_INSTALL/conf/server.xml. Have a look at Connecting JIRA to a Database.