Migrate is a developers add-on. It can be used to copy a remote database to your current environment. For example, you can 'pull' a database from your production environment (live website) to your local development environment.
The add-on should be installed on both instances, so e.g. the production and local instance. They communicate via HTTP(S) and authenticate with a token. It's needed to enable pulling via a dashboard page first, in order to start using the add-on.
You can start a database pull via the CLI (Command Line Interface). If you're not familiar with this, I highly recommend using it. After you've created a profile (name, url, token), you can issue the 'pull' CLI command. That command will go through various steps such as creating a new database, creating the database structure, importing all records, and activating the new database. Please see the FAQ page for more information.