If your links 2.0 script is untouched and unmodified then the only folder you need to copy is your data folder as this holds all the info.
If you have any mods done, you will obviously need that script as well.
As said recently by Fuzzy, your links.cfg file will need a complete overhaul, and you will also if applicable need to email all newsletter users and advise them of the new url etc.
Also one last thought, as it happened to myself make sure your Perl paths and sendmail paths are the same otherwise you will need to change them as well.