winamp.bm8 is the main file used (is UTF-8 encoded to better deal with non-english characters) whilst winamp.bm is the legacy file using the machine local for encoding which was being generated to maintain compatibility with very old plug-ins (there's a few other cases like that which later under WACUP I plan on removing being generated by default).
The winamp.bmc file is the categories (if applied) to the bookmarks. I had to do it in a separate file to avoid breaking code assumptions with the layout of the winamp.bm/bm8 files. so like mark notes, copying all 3 files is a requirement (subject to what exists in the other install) to do a full migration of the bookmarks.
Additionally they're just plain text files so you could depending on your needs copy+paste the contents for the files of one install into the other though that's not going to be work correctly with the bmc file (not unless you adjust the indexes of the copied entries & adjust the reported total catergory size in the file).
I need to look into having a mode that makes it easier to import certain settings from another Winamp/WACUP install. bookmarks, podcast feeds & playlists seem the commonest ones followed by local library & history databases.
-dro