The short answer is that you don't and you can't. You have actually saved the wrong files, because iWeb has no import facility, so is unable to open html files at all.
The files that will have been saved and which you need to transfer are the domain.sites files and these can be found under your User/Library/Application Support/iWeb/domain.sites. Ensure that you do look in your User/Library and NOT your System Library, because iWeb is not there.
Find your domain.sites files and transfer these to your new Mac and then double click on the files to open them.
Have a look at other discussions for instructions on how to make your User Library file visible in both Lion and Mountain Lion.