How do you move an object(s) to another scene?
What do you mean? To a different .blend? You have to append an object into a scene.
Open the .blend you want to move (append) the object to.
Press SHIFT-F1, go to the .blend that your object is in. Double click on it in the append window and select either mesh, or object, depending on what you want to append. and your object will be in your new scene.