Easiest way is install Gitlab-CE 12.2 on the new server. Make backup on old Gitlab server, copy it to new server, and then restore it - using the Gitlab Backup/Restore documentation to do that. You will also need /etc/gitlab/gitlab.rb from the old server and /etc/gitlab/gitlab-secrets.json as well. Backups can only be restored to the same version of Gitlab, so this is why the new server must be 12.2. Back up and restore GitLab | GitLab
Then upgrade the new server following the upgrade path from 12.2 through to the latest Gitlab version by following the Gitlab Upgrade documentation. Ensuring that after each upgrade on the upgrade path that you wait for the background migrations to finish before starting the next upgrade. Upgrading GitLab | GitLab
Yes it’s time-consuming, but this is the easiest way of doing it. I don’t know of any method to do it how you asked since you will be missing a lot of things, such as database. Repository data on it’s own isn’t enough to migrate it’s not a simple copy to new server and forget about it.
There are plenty of posts on here already about upgrading via the upgrade path. For example: Inherited 9.3.8 Server Need to Upgrade - #4 by iwalker explains in great detail.