Thanks for the guidance, I'm sure I'll need a fair bit more in coming weeks!
I have successfully imported my contacts, but not exactly as described on the Apple link. The "vcf" files were combined into a "winmail.dat" file, which I didn't appear to be able to open on the Mac - with Stuffit or any other application.
In the end I just created an address book folder from the "vcf's" and transfered it via USB drive.