You can go to the user path and copy all the files/folders (Desktop, Documents etc.) and settings (User\local settings... some sub directories)... but it isn't always advised once the user is already set up as it can cause some trouble.
If you do want to try an actual migration, follow these steps (copied from another answer I wrote):
Easiest way to transfer your profile to the domain is :
Go to system properties by Control Panel > System, or the easiest way is to press Windows Flag+Pause/Break.
Go to the advanced tab (XP and before), or click on "Advanced system settings" (Vista and 7).
(You may have to start by changing type to "Roaming Profile")
Click settings under "User Profiles", then find your user and choose the copy to option. Simply choose \servername and wherever your profiles are kept.
With Active Directory users and computers, make this the profile path and next time you login, it should pull this profile from the server.
As for if you can have this profile outside of the domain - Ask your administrator to enable remote working / cached credentials and the other mobility options. This will allow you to log on and work without actually being physically on the network.
If I have mis-understood anything, please leave comments and I will edit accordingly.
After, you can try changing the type back to local if you do not use roaming profiles... but I have found that doing it this way is the easiest.
Alternatively, you can take a look at the Microsoft Deployment Toolkit which is meant to make these things easier