Hopefully you have a new 5240, and not a 5230 (can no longer be purchased as from Dec 2016).
Is the plan to completely replace the Windows Master/media server with the Appliance as Master/Media server?
I cannot see how MSDP can be 'imported' from another master server or from the physical disk (there can only be one MSDP pool in NBU).
The only workable solution (IMHO) is to configure AIR between the 2 masters (Win master and Appliance Master), then use nbreplicate to replicate images from old MSDP to new MSDP.
If the Appliance is going to be a media server under existing Windows master, then you can use the migrate utility : https://www.veritas.com/content/support/en_US/doc/75895731-125242395-0/v126484687-125242395
I hope this helps....