You can, however in most system switchovers I've seen, people just key in their open orders. This way it gives them practice on the new system.

The open sales orders are in the Sales Order Header and Sales Order Detail tables and can be easily pulled using ODBC

If there is a large amount of data, importing may be more accurate, but watch for Master / Repeating / Quotes, which are in the same tables, but not technically open orders.  For back-orders, make sure you use the correct quantity.

Otherwise printing the open order report and manually entering is a very good suggestion.