Please check the installation instructions, linked to from the release notes. http://labs.adobe.com/wiki/index.php/ColdFusion_10#Installation_Instructions If you have additional questions, please come back here and start a new discussion thread.
You can install CF 10 next to an existing CF 9 on the same server. They will not conflict. During CF10 installation you should probably not configure a webserver if that webserver is already configured for CF9. Then later, remove the CF9 webserver connector and add the CF10 connector when you're ready.
Once CF10 is installed, it will prompt you to open the CF Admin to complete the migration wizard. If you do so, all your CF9 settings including mappings, datasources, CFX tags, etc will be migrated over. You can leave CF9 there as a back up if needed, but shut down. Once you have another back up some place, and you have tested and verified CF10 satisfies your application needs, then you could uninstall CF9.
As steven told you can migrate the settings while installing CF10 and afterwards uninstall CF9
But still if you want to uninstall CF9 first then you can take a backup of your settings before uninstalling CF9.
Administrator --> packaging and deployment --> ColdFusion archives --> create an archive.
You can select what all you want to migrate.
Once done, this will create a car file which you can later on import in CF10(using same page in CF10)