Do you mean the Snippets folder? If so, it's located in your personal configuration folder. The location depends on your operating system. See the following FAQ for details: http://forums.adobe.com/thread/494812.
Just copy the folder from the CS4 location to the equivalent CS6 location.
For example, my Snippets folder in CS4 is here on Windows 7:
The CS6 folder is here:
Sorry, but i don't find this folder.
Probably because i use Mac with netrork user.
You'll find it if you follow the Mac instructions
Mac OS X: Macintosh HD:<username>:Library:Application Support:Adobe:Dreamweaver CSx:<language>:Configuration
Thank you very much